The Lead-lag Relationships Among Stock Returns, Volatility Index And Sovereign CDS Spreads in Korea Market (Jungsoon Hyun, Naeyoung Kang, Jungmu Kim)
Rethinking Capital Structure Arbitrage (Davide Avino, Emese Lazar)
A Joint Analysis of the Tem Structure of Credit Default Swap Spreads and the Implied Volatility Surface (Jose Da Fonseca, Katrin Gottschalk)