Fundamentals, real-time uncertainty and CDS index spreads
Alena Audzeyeva, Xu Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Audzeyeva, Alena ; Wang, Xu |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 1, p. 1-33
|
| Subject: | CDS index | Credit spread forecasting | Credit spreads | Economist survey nowcasts | Macroeconomic fundamentals | Macroeconomic uncertainty | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kreditderivat | Credit derivative | Unternehmensanleihe | Corporate bond | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01127-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014341007