Financial stress transmission from sovereign credit market to financial market : a multivariate FIGARCH-DCC approach
Year of publication: |
2019
|
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Authors: | El Abed, Riadh ; Boukadida, Sahar ; Jaidane, Warda |
Published in: |
Global business review. - New Delhi [u.a.] : SAGE Publ., ISSN 0973-0664, ZDB-ID 2211884-6. - Vol. 20.2019, 5, p. 1122-1140
|
Subject: | DCC-FIGARCH | long memory | CDSs | financial market indicators | Finanzmarkt | Financial market | Öffentliche Anleihe | Public bond | Wirtschaftsindikator | Economic indicator | Welt | World |
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