Relative efficiency of G8 sovereign credit default wwaps and bond scrips : an adaptive market hypothesis perspective
Year of publication: |
December 2016
|
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Authors: | Madhavan, Vinodh ; Arrawatia, Rakesh |
Published in: |
Studies in microeconomics. - London : Sage Publishing, ISSN 2321-8398, ZDB-ID 2727498-6. - Vol. 4.2016, 2, p. 127-150
|
Subject: | Adaptive Market Hypothesis (AMH) | long memory | SCDS | reference obligation | Öffentliche Anleihe | Public bond | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States |
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