- Title
- Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
- Creators - without role
- Jow-Ran Chang - Department of Quantitative Finance , College of Technology Management , National Tsing Hua UniversityMao-Wei Hung - National Taiwan UniversityFeng-Tse Tsai - Department of Finance , College of Management , Asia University
- Identifiers
- 9957773456106774
- Academic Unit
- Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
- Language
- English
- Resource Type
- Journal article
- Publication Details
- Journal of Fixed Income, Vol.22(2), pp.44-56
Journal article
Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
Journal of Fixed Income, Vol.22(2), pp.44-56
09/2012
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