The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis

Ping Wang, Tomoe Moore

    Research output: Contribution to journalArticlepeer-review

    47 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1-15
    JournalJournal of International Financial Markets Institutions and Money
    Volume22
    Issue number1
    DOIs
    Publication statusPublished - 1 Feb 2012

    Cite this