The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets
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 | Welt | World | Schätzung | Estimation | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Markov-Kette | Markov chain | Risikoprämie | Risk premium |
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