Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads
Year of publication: |
2013
|
---|---|
Authors: | Kliber, Agata ; Bedowska-Sojka, Barbara |
Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 13.2013, p. 87-106
|
Publisher: |
Uniwersytet Mikolaja Kopernika |
Subject: | sovereign Credit Default Swap | Bond spread | Stock Exchange indices | exchange rates | sunspots | volatility transmission | volatility models | principal component analysis | event analysis |
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