Hedging stock sector risk with credit default swaps
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DOI: 10.1016/j.irfa.2013.05.001
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More about this item
Keywords
Credit default swaps; Dynamic conditional correlation; Stock sector; Hedge; Safe haven;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G2 - Financial Economics - - Financial Institutions and Services
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