Testing for statistical arbitrage in credit derivatives markets
Sergio Mayordomo; Juan Ignacio Peña; Juan Romo
| Year of publication: |
2014
|
|---|---|
| Authors: | Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Romo, Juan |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 59-75
|
| Subject: | Credit derivatives | Credit spreads | Persistent mispricings | Subsampling | Derivat | Derivative | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Theorie | Theory | Arbitrage | Kreditderivat | Credit derivative | Risikoprämie | Risk premium |
| 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/10010472006