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The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis |
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| Authors: | Tong Suk Kim Yuen Jung Park Jaesun Noh |
| Affiliation: | 1. Tong Suk Kim is at the Graduate School of Finance and Accounting, Korea Advanced Institute of Science and Technology, , Dongdaemoon‐gu, Seoul, Korea;2. Yuen Jung Park is at theDepartment of Finance, Hallym University, , Gangwon‐Do, Korea;3. Jaesun Noh is at the Canadian Imperial Bank of Commerce, , Toronto, Ontario, Canada |
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