Fundamentals, real-time uncertainty and CDS index spreads
Alena Audzeyeva, Xu Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Audzeyeva, Alena ; Wang, Xu |
| Subject: | CDS index | Credit spread forecasting | Credit spreads | Economist survey nowcasts | Macroeconomic fundamentals | Macroeconomic uncertainty | Zinsstruktur | Yield curve | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Risiko | Risk | Unternehmensanleihe | Corporate bond | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator |
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