Sovereign default risk linkage : implication for portfolio diversification
Kamrul Hassan, Ariful Hoque, Dominic Gasbarro
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Hassan, Kamrul ; Hoque, Ariful ; Gasbarro, Dominic |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 41.2017, p. 1-16
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| Subject: | Dynamic conditional correlation | Impulse response function | Sovereign credit default swaps | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Welt | World | Kreditrisiko | Credit risk | Staatsbankrott | Sovereign default | Schätzung | Estimation | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2016.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800480