EPU spillovers and sovereign CDS spreads : a cross-country study
Yuting Gong, Zhongzhi He, Wenjun Xue
| Year of publication: |
2023
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|---|---|
| Authors: | Gong, Yuting ; He, Zhongzhi ; Xue, Wenjun |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 12, p. 1770-1806
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| Subject: | EPU spillovers | multivariate quantile model | sovereign CDS spreads | Spillover-Effekt | Spillover effect | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Eurozone | Euro area | Welt | World | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22456 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433010