Hedging stock sector risk with credit default swaps
Year of publication: |
2013
|
---|---|
Authors: | Ratner, Mitchell ; Chiu, Chih-Chieh |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 30.2013, C, p. 18-25
|
Publisher: |
Elsevier |
Subject: | Credit default swaps | Dynamic conditional correlation | Stock sector | Hedge | Safe haven |
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