Gang Shyy

National Central University - Department of Finance

Professor

No. 300, Jhongda Rd, Jhogli City, Taoyuan, Taiwan,

Jhongli, TY 32001

Taiwan

  • National Central University - Department of Finance

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Credit Spreads, Default Corelations and Cdo Tranching: New Evidence from CDS Quotes

Number of pages: 31 Posted: 07 Aug 2008
Shu-Ying Lin and Gang Shyy
National Central University - Department of Finance and National Central University - Department of Finance
Downloads 1,086 (43,750)
Citation 1

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Credit Risk, CDS, Single Tranche CDO, Default Correlation

2.

An Empirical Investigation of Ecns and the Dealer Market: Order Imbalances and Spread Patterns

Number of pages: 41 Posted: 12 Jun 2002
Robin K. Chou, Gang Shyy and Mei Chen
National Chengchi University, National Central University - Department of Finance and National Central University - Department of Finance
Downloads 296 (219,035)
Citation 1

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ECNs, Dealers, Order imbalance, Spread size