Hedging stock sector risk with credit default swaps
Mitchell Ratner; Chih-Chieh (Jason) Chiu
| Year of publication: |
2013
|
|---|---|
| Authors: | Ratner, Mitchell ; Chiu, Chih-Chieh |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 18-25
|
| Subject: | Credit default swaps | Dynamic conditional correlation | Stock sector | Hedge | Safe haven | Kreditderivat | Credit derivative | Hedging | Kreditrisiko | Credit risk | Derivat | Derivative | Swap | Theorie | Theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010460003