Article · Revue · 2021

Measuring volatility persistence in leveraged loan markets in the presence of structural breaks

Emmanuel Joel Aikins Abakah, Luis Alberiko Gil-Alana, Emmanuel Kwesi Arthur, Aviral Kumar Tiwari

International Review of Economics & Finance

• Accès ouvert · Hybride
• International · 5 pays

Le lire10.1016/j.iref.2021.11.016