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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach used in the research distinguishes...
Persistent link: https://www.econbiz.de/10010247460
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach that distinguishes between...
Persistent link: https://www.econbiz.de/10010370922
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How are interbank and sovereign debt markets linked? : evidence from 14 OECD countries, the Euro Area and Russia
Stolbov, Michail I. - In: Panoeconomicus 61 (2014) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10010373392
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Does economic policy uncertainty lead systemic risk? : a comparative analysis of selected european countries
Stolbov, Michail I.; Karminsky, Alexander; Shchepeleva, … - In: Comparative economic studies 60 (2018) 3, pp. 332-360
Persistent link: https://www.econbiz.de/10012172348