Portfolio diversification in the sovereign credit swap markets (Q1621893)
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scientific article; zbMATH DE number 6976233
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio diversification in the sovereign credit swap markets |
scientific article; zbMATH DE number 6976233 |
Statements
Portfolio diversification in the sovereign credit swap markets (English)
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12 November 2018
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credit derivatives
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portfolio diversification
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Eurozone crisis
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CDS spreads
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conditional value-at-risk
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regime switching
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0.7410919070243835
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0.7387672662734985
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0.7296662926673889
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0.711132287979126
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0.7094153761863708
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