Exploring Mispricing in the Term Structure of CDS Spreads* (Q3120250)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploring Mispricing in the Term Structure of CDS Spreads* |
scientific article |
Statements
Exploring Mispricing in the Term Structure of CDS Spreads* (English)
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1 March 2019
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credit default swaps
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mispricing
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statistical arbitrage
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affine models
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market-neutral strategy
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hedge funds
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