Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Original language	English
Title of host publication	Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives
Editors	Niklas Wagner
Publisher	Elsevier
Publication status	Published - 2006

Subject classification (UKÄ)

@inbook{384bbb75e689458fbe8a92fbab5963e1,

title = "Hedging Market Wide Credit Risk Using CDS indexes: The Case of Japan",

author = "Hans Bystr{\"o}m",

year = "2006",

language = "English",

editor = "Niklas Wagner",

booktitle = "Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives",

publisher = "Elsevier",

address = "United States",

}