Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Year of publication: |
2021
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Authors: | Feng, Qianqian ; Sun, Xiaolei ; Liu, Chang ; Li, Jianping |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-22
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Subject: | Exchange rate | Market fear | Sovereign CDS | Spillover effect | Spillover network | Spillover-Effekt | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Welt | World | Wechselkurs | Devisenmarkt | Foreign exchange market | Wechselkurspolitik | Exchange rate policy | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis |
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