Items where Author is "Poon, Ser Huang"

Chan, Ka Kei and Kolokolova, Olga and Lin, Ming-Tsung and Poon, Ser Huang (2023) Price convergence between credit default swap and put option : New evidence. Journal of Empirical Finance, 72. pp. 188-213. ISSN 0927-5398

Lin, Ming Tsung and Kolokolova, Olga and Poon, Ser Huang (2021) Slow- and fast-moving information content of CDS spreads : new endogenous systematic factors. European Journal of Finance, 27 (1-2). pp. 136-157. ISSN 1351-847X