The Fractal structure of CDS spreads : evidence from the OECD countries
Year of publication: |
2022
|
---|---|
Authors: | Balkan, Emrah ; Uyar, Umut |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 25.2022, 1, p. 106-121
|
Subject: | efficient market hypothesis | fractal market hypothesis | CDS | OECD countries | OECD-Staaten | Effizienzmarkthypothese | Efficient market hypothesis | Kreditderivat | Credit derivative |
-
Did CDS trading improve the market for corporate bonds?
Das, Sanjiv R., (2014)
-
Predictability dynamics of emerging sovereign CDS markets
Sensoy, Ahmet, (2017)
-
Persistence of shocks in CDS returns on Croatian bonds : quantile autoregression approach
BoĆĄnjak, Mile, (2019)
- More ...
-
The role of precious metals in extreme market conditions : evidence from stock markets
Kangalli Uyar, Sinem Guler, (2021)
-
The role of precious metals in extreme market conditions : evidence from stock markets
Uyar, Sinem Guler Kangalli, (2022)
-
Fundamental predictors of price bubbles in precious metals : a machine learning analysis
Uyar, Sinem Guler Kangalli, (2024)
- More ...