The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets
Oguzhan Cepni, Doruk Kucuksarac, M. Hasan Yilmaz
| Year of publication: |
October 2017
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|---|---|
| Authors: | Cepni, Oguzhan ; Kucuksarac, Doruk ; Yilmaz, M. Hasan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 159.2017, p. 74-77
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| Subject: | Emerging market | CDS | Global risk appetite | Fixed effect panel regression | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Welt | World | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.07.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011903387