The causal linkages between sovereign CDS prices for the BRICS and major European economies
Year of publication: |
2014
|
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Authors: | Stolbov, Mikhail |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | sovereign credit default swaps (CDS) | causality-in-mean | causality-in-variance | European debt crisis | BRICS | decoupling |
Extent: | application/pdf |
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Series: | Economics Discussion Papers. - ISSN 1867-8009. |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-9 |
Classification: | C50 - Econometric Modeling. General ; G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: |
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Mikhail, (2014)
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
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