Showing 1 - 10 of 2,180
Persistent link: https://www.econbiz.de/10013275467
Persistent link: https://www.econbiz.de/10014535558
Persistent link: https://www.econbiz.de/10010532717
Persistent link: https://www.econbiz.de/10011625017
This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...
Persistent link: https://www.econbiz.de/10014495999
Persistent link: https://www.econbiz.de/10010494056
Persistent link: https://www.econbiz.de/10012033352
Persistent link: https://www.econbiz.de/10003407716
Persistent link: https://www.econbiz.de/10009304237
Persistent link: https://www.econbiz.de/10009703298