U.S. leveraged loan and debt markets : implications for optimal portfolio and hedging
Emmanuel Joel Aikins Abakah, Samia Nasreen, Aviral Kumar Tiwari, Chien-Chiang Lee
| Year of publication: |
2023
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|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Nasreen, Samia ; Tiwari, Aviral Kumar ; Lee, Chien-Chiang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 87.2023, p. 1-19
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| Subject: | Debt markets | Leverage loans | Nonlinear dependence | Quantile dependence | U.S economy | USA | United States | Portfolio-Management | Portfolio selection | Hedging | Kapitalstruktur | Capital structure | Fremdkapital | Debt financing | Theorie | Theory | Rentenmarkt | Bond market | Kredit | Credit | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Kreditmarkt | Credit market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102514 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014457479