Asymmetric convergence in US financial credit default swap sector index markets
Li-Hsueh Chen; Shawkat Hammoudeh; Yuan Yuan
| Year of publication: |
2011
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|---|---|
| Authors: | Chen, Li-Hsueh ; Hammoudeh, Shawkat ; Yuan, Yuan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 51.2011, 4, p. 408-418
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| Subject: | Kreditderivat | Credit derivative | Kredit | Credit | Swap | Index-Futures | Index futures | Kointegration | Cointegration | USA | United States | 2004-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009373138