Academic report:Term Structure of Credit Default Swap Spreads and Cross-section Stock Returns

Academic report:Term Structure of Credit Default Swap Spreads and Cross-section Stock Returns


Published:2017-06-10 09:55:40 Author:

Title: Term Structure of Credit Default Swap Spreads and Cross-section Stock Returns

Reporter: Professor Han Bing, Rotman School of Management, University of Toronto

Time: June 12th, 2017, 09:30:AM

Place: conference Room 204, Kuang Yaming Building

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