Portfolio diversification in the sovereign credit swap markets (Q1621893)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio diversification in the sovereign credit swap markets |
scientific article; zbMATH DE number 6976233
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
12 November 2018
0 references
credit derivatives
0 references
portfolio diversification
0 references
Eurozone crisis
0 references
CDS spreads
0 references
conditional value-at-risk
0 references
regime switching
0 references
