The drivers of credit default swap prices : evidence from selected emerging market countries
Year of publication: |
2013
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Authors: | Ertugrul, Hasan Murat ; Ozturk, Huseyin |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.5, p. 228-249
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Subject: | ARDL | bounds test | CDS price volatility | Kalman filter | SWARCH | Kreditderivat | Credit derivative | Volatilität | Volatility | Schwellenländer | Emerging economies | Schätzung | Estimation | Zustandsraummodell | State space model | Börsenkurs | Share price |
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