Determinants and hedging effectiveness of China's sovereign credit default swaps
Taurai Muvunza, Yong Jiang
| Year of publication: |
2023
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|---|---|
| Authors: | Muvunza, Taurai ; Jiang, Yong |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 2, p. 2074-2087
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| Subject: | China | hedge | regime switching | safe haven | sovereign CDS | Kreditderivat | Credit derivative | Hedging | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253663