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Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: Applied economics 48 (2016) 7/9, pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
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Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da; Ignatieva, Ekaterina - In: Applied economics 50 (2018) 36, pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
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Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147
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Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Hkiri, Besma; Hammoudeh, Shawkat; Aloui, Chaker - In: Applied economics 48 (2016) 46/48, pp. 4635-4654
Persistent link: https://www.econbiz.de/10011640721
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A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da; Wang, Peiming - In: Applied economics 48 (2016) 19/21, pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
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Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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Firm credit risk in normal times and during the crisis : are banks less risky?
Raunig, Burkhard - In: Applied economics 47 (2015) 22/24, pp. 2455-2469
Persistent link: https://www.econbiz.de/10010516600
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Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: Applied economics 51 (2019) 59, pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
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The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
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Do stress tests matter? : a stury on the impact of the disclosure of stress test results on European financial stocks and CDS markets
Alves, Carlos; Mendes, Victor; Silva, Paulo Pereira da - In: Applied economics 47 (2015) 10/12, pp. 1213-1229
Persistent link: https://www.econbiz.de/10010486256