U.S. leveraged loan and debt markets : implications for optimal portfolio and hedging
Year of publication: |
2023
|
---|---|
Authors: | Abakah, Emmanuel Joel Aikins ; Nasreen, Samia ; Tiwari, Aviral Kumar ; Lee, Chien-chiang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-19
|
Subject: | Debt markets | Leverage loans | Nonlinear dependence | Quantile dependence | U.S economy | USA | United States | Portfolio-Management | Portfolio selection | Fremdkapital | Debt financing | Kapitalstruktur | Capital structure | Hedging | Kreditmarkt | Credit market | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Kredit | Credit |
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