Sovereign default swap market efficiency and country risk in the eurozone
Year of publication: |
2013
|
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Authors: | Gündüz, Yalin ; Kaya, Orcun |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | credit default swaps | long memory | sovereign risk | eurozone economies | FIGARCH | dynamic conditional correlation |
Series: | Bundesbank Discussion Paper ; 08/2013 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-894-4 |
Other identifiers: | 74250297X [GVK] hdl:10419/71903 [Handle] RePEc:zbw:bubdps:082013 [RePEc] |
Classification: | C22 - Time-Series Models ; c58 ; G01 - Financial Crises ; G15 - International Financial Markets |
Source: |
-
Sovereign default swap market efficiency and country risk in the eurozone
Gündüz, Yalin, (2013)
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Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalin, (2014)
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Sovereign default swap market efficiency and country risk in the eurozone
Gündüz, Yalın, (2013)
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Sovereign default swap market efficiency and country risk in the eurozone
Gündüz, Yalin, (2013)
-
Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalin, (2014)
-
Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalın, (2014)
- More ...