Carry trades and sovereign CDS spreads : evidence from Asia-Pacific markets
Year of publication: |
November 2015
|
---|---|
Authors: | Pavlova, Ivelina ; DeBoyrie, Maria Eugenia |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 11, p. 1067-1087
|
Subject: | Währungsspekulation | Currency speculation | Kapitalmarktrendite | Capital market returns | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
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