Does Asian credit default swap index improve portfolio performance?
© Springer International Publishing AG 2016. This study aims to find whether adding Asian Credit Default Swap (CDS) index will improve the portfolio performance. We introduce a new approach namely Markov switching copula approach to estimate the dependence between asset returns and evaluated the ris...
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| Main Authors: | , , |
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| Format: | Book Series |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85005980457&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42300 |
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| Institution: | Chiang Mai University |