The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
Mehdi Mili
| Year of publication: |
2019
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|---|---|
| Authors: | Mili, Mehdi |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 187-200
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| Subject: | Markov switching | Mean reversion | Sovereign credit default swap | Kreditderivat | Credit derivative | Mean Reversion | Öffentliche Anleihe | Public bond | Welt | World | Risikoprämie | Risk premium | Risiko | Risk | Schätzung | Estimation | Kapitaleinkommen | Capital income | Länderrisiko | Country risk | Markov-Kette | Markov chain | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2018.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135869