Haohua Xu

McGill University - Desautels Faculty of Management

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

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CDS Returns

Number of pages: 42 Posted: 13 Jun 2017 Last Revised: 05 May 2020
Patrick Augustin, Fahad Saleh and Haohua Xu
McGill University, Desautels Faculty of Management, Wake Forest University - Schools of Business and McGill University - Desautels Faculty of Management
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Abstract:

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Correlations, Credit Default Swaps, Derivatives, Hedge Ratios, ISDA, Leverage