CROSS-MARKET HEDGING STRATEGIES FOR CREDIT DEFAULT SWAPS UNDER A MARKOV REGIME-SWITCHING FRAMEWORK
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Jow-Ran ; Hung, Mao-Wei ; Tsai, Feng-Tse |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 22.2012, 2, p. 44-57
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