Efficiently replicating corporate bond returns with CDS indices
Johan Duyvesteyn, Patrick Houweling, and Lodewijk van der Linden
| Year of publication: |
2025
|
|---|---|
| Authors: | Duyvesteyn, Johan ; Houweling, Patrick ; Linden, Lodewijk van der |
| Published in: |
Derivatives Applications in Asset Management : From Theory to Practice. - Cham : Springer Nature Switzerland, ISBN 978-3-031-86354-7. - 2025, p. 447-455
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| Subject: | CDS indices | Credit exposure | iTraxx and CDX | Liquidity management | Tracking error | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Aktienindex | Stock index | Liquidität | Liquidity | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-031-86354-7_32 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015434689