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Does information environment affect information spillover between the CDS and stock markets in Korea?

Author

Listed:
  • Heewoo Park
  • Yuen Jung Park

Abstract

Keywords: CDS, Information flow, Information environment, Transaction cost, G12, G14

Suggested Citation

  • Heewoo Park & Yuen Jung Park, 2024. "Does information environment affect information spillover between the CDS and stock markets in Korea?," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, vol. 32(2), pages 145-158, February.
    • Handle: RePEc:eme:jdqspp:jdqs-09-2023-0029
    DOI: 10.1108/JDQS-09-2023-0029
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