Ren-Guang Lue

affiliation not provided to SSRN

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Shocks from the Subprime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices

Number of pages: 30 Posted: 23 Aug 2010
Hao Fang, Ren-Guang Lue and Ralph Lu
affiliation not provided to SSRN, affiliation not provided to SSRN and Ming Chuan University - Department of Finance
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Abstract:

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Sub-Prime Crisis, Contagion Effects, ABX Index, CDS Index, Bond Index, VAR