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DOI10.1016/J.JEDC.2020.103977OpenAlexW4205647644MaRDI QIDQ2661672

Patrick Augustin, Haohua Xu, Fahad Saleh

Publication date: 7 April 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103977

zbMATH Keywords

derivativescorrelationsleveragehedge ratiosdefault swapsISDA

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item

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