The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences
Year of publication: |
2018
|
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Authors: | Hkiri, Besma ; Hammoudeh, Shawkat ; Aloui, Chaker ; Shahbaz, Muhammad |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 57.2018, p. 237-257
|
Subject: | CDS spreads | Maximum overlap discrete wavelet transform | Multiple wavelet | Partial wavelet | Wavelet coherence | Zustandsraummodell | State space model | Kreditderivat | Credit derivative | USA | United States |
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