US macroeconomic surprises and the emerging-market sovereign CDS market
Year of publication: |
2023
|
---|---|
Authors: | Chiu, Junmao ; Tsai, Wei-Che ; Yin, Chi |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 29.2023, 2, p. 549-587
|
Subject: | emerging markets | sovereign credit default swaps | spillover effects | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Spillover-Effekt | Spillover effect | Welt | World | Länderrisiko | Country risk |
-
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura, (2021)
-
Tsuruta, Masaru, (2020)
-
Do the SDGs affect sovereign bond spreads? : first evidence
Bosch, Eline ten, (2022)
- More ...
-
Global Financial Crisis, Funding Constraints, and Liquidity of VIX Futures
Chiu, Junmao, (2023)
-
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao, (2023)
-
The Private Provision of Frontier Infrastructure: Toll Roads in California, 1850-1902
Klein, Daniel B., (1994)
- More ...