Friewald, Nils. 2009. Estimating Asset Correlation from Credit Spreads - An Analysis of the Hedge Performance. Campus for Finance - Research Conference 2009, Vallendar, Deutschland, 14.01.-15.01..
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Estimating Asset Correlation from Credit Spreads - An Analysis of the Hedge Performance |
Event | Campus for Finance - Research Conference 2009 |
Year | 2009 |
Date | 14.01.-15.01. |
Country | Germany |
Location | Vallendar |
Associations
- People
- Friewald, Nils (Former researcher)
- Organization
- Institute for Banking and Finance IN (Former organization)