Asymmetric dynamics in sovereign credit default swaps pricing : evidence from emerging countries
Year of publication: |
2023
|
---|---|
Authors: | Simonyan, Serdar ; Bayraktar, Sema |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 12, p. 5607-5629
|
Subject: | Credit default swaps | Emerging countries | NARDL | Asymmetry | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Swap | Welt | World |
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