Wang, Hao
Zhou, Hao
Zhou, Yi
Funding for this research was provided by:
the Doctoral Program of Higher Education of China (20090002120025)
the National Natural Science Foundation of China (71272023)
This article is maintained by: Elsevier
Article Title: Credit default swap spreads and variance risk premia
Journal Title: Journal of Banking & Finance
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jbankfin.2013.02.021
Content Type: article
Copyright: Copyright © 2013 Elsevier B.V. All rights reserved.