Jue Wang

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

157

CITATIONS

0

Scholarly Papers (3)

1.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 73 (241,506)

Abstract:

Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

2.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 71 (258,609)

Abstract:

Sovereign credit risk, credit default swap, structural model

3.

The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads

Abacus, Vol. 50, Issue 1, pp. 56-75, 2014
Number of pages: 20 Posted: 11 Mar 2014
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 0 (536,169)
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Abstract:

Credit default swaps, Credit ratings, Emerging market, Event study, Market reaction