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College of Management / 管理學院
International Business / 國際企業學系
Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
Details
Cross-market hedging strategies for credit default swaps under a Markov regime-switching framework
Journal
Journal of Fixed Income
Journal Volume
22
Journal Issue
2
Pages
44-56
Date Issued
2012
Author(s)
Chang, J.-R.
MAO-WEI HUNG
Tsai, F.-T.
DOI
10.3905/jfi.2012.22.2.044
URI
https://scholars.lib.ntu.edu.tw/handle/123456789/459463
URL
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84867804968&doi=10.3905%2fjfi.2012.22.2.044&partnerID=40&md5=bdcd5a0d0555e5d8eda7e26a2a323966
SDGs
[SDGs]SDG17
Type
journal article