Open AccessIs Jump Risk in iTraxx Sector Indices Diversifiable?
Author(s) -
Ramaprasad Bhar,
Peipei Wang
Publication year - 2008
Publication title -
the journal of fixed income
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.271
H-Index - 14
eISSN - 2168-8648
pISSN - 1059-8596
DOI - 10.3905/jfi.2008.705541
Subject(s) - jump , index (typography) , credit risk , economics , actuarial science , econometrics , multivariate statistics , credit derivative , sample (material) , financial economics , bond market , original research , business , statistics , finance , mathematics , computer science , physics , chemistry , chromatography , quantum mechanics , world wide web , library science
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