Keywords: Capital structure arbitrage
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Journal of Asia Business Studies (2009) 4 (1): 3–12.
Published: 16 October 2009
...Kam C. Chan; Hung‐Gay Fung; Gaiyan Zhang When extended to sovereign issuers, the Merton‐type structural model suggests a negative relationship between sovereign credit default swap (CDS) spreads and stock prices. In practice, capital structure arbitrage that exploits such relationships should...

or Create an Account

Close Modal
Close Modal