Exchange rates and sovereign risk : a nonlinear approach based on local Gaussian correlations
Year of publication: |
March 2024
|
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Authors: | Heinlein, Reinhold ; Legrenzi, Gabriella ; Mahadeo, Scott M. R. |
Publisher: |
Munich, Germany : CESifo |
Subject: | CDS | correlation | emerging markets | exchange rate | nonlinear causality | sovereign risk | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Korrelation | Correlation | Welt | World | Kreditderivat | Credit derivative | Währungsrisiko | Exchange rate risk | Schätzung | Estimation | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (circa 25 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 11019 (2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/296108 [Handle] |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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