Testing for statistical arbitrage in credit derivatives markets
Year of publication: |
2014
|
---|---|
Authors: | Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Romo, Juan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 59-75
|
Subject: | Credit derivatives | Credit spreads | Persistent mispricings | Subsampling | Derivat | Derivative | Kreditrisiko | Credit risk | Theorie | Theory | Zinsstruktur | Yield curve | Arbitrage | Risikoprämie | Risk premium |
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