Lamia Bekkour

Luxembourg School of Finance

4 Rue Albert Borschette

Luxembourg, L-1246

Luxembourg

SCHOLARLY PAPERS

2

DOWNLOADS

233

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 32 Posted: 12 May 2011
Maastricht School of Business and Economics, University of Luxembourg and Luxembourg School of Finance
Downloads 123 (241,668)

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The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 38 Posted: 19 Sep 2012
Luxembourg School of Finance, University of Luxembourg and Maastricht School of Business and Economics
Downloads 108 (265,763)

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Credit default swap spread, option-implied volatility, lead-lag relationship, price discovery, informed trading

2.

Euro at Risk: The Impact of Member CountriesÂ’' Credit Risk on the Stability of the Common Currency

CEPR Discussion Paper No. DP9229
Number of pages: 35 Posted: 01 Feb 2013
Luxembourg School of Finance, Universite du Luxembourg - Luxembourg School of Finance, University of Luxembourg, Luxembourg School of Finance and University of Luxembourg - Luxembourg School of Finance
Downloads 2 (671,082)
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credit default swaps, currency options, currency stability, European sovereign debt crisis, risk-neutral distribution