Equity and CDS sector indices: Dynamic models and risk hedging
Year of publication: |
2013
|
---|---|
Authors: | Caporin, Massimiliano |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 25.2013, C, p. 261-275
|
Publisher: |
Elsevier |
Subject: | Optimal hedge ratios | Equity risk hedging | Bond risk | CDS index | VIX index | Economic sectors |
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