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Sovereign credit default swaps as currency safe havens

Ratner, Mitchell; Chiu, Chih-Chieh - In: Journal of emerging markets 18 (2013) 3, pp. 7-17

Persistent link: https://www.econbiz.de/10010457531

Hedging emerging market stock risk with sovereign credit default swaps

Ratner, Mitchell; Chiu, Chih-Chieh - In: Journal of emerging markets 20 (2015) 1/2, pp. 37-51

Persistent link: https://www.econbiz.de/10011626638

An examination of the decoupling of emerging markets from the US equity market

Ratner, Mitchell; Meriç, İlhan; Meriç, Gülser - In: Journal of emerging markets 14 (2009) 1, pp. 7-23

Persistent link: https://www.econbiz.de/10003871329

Tests of technical trading strategies in the emerging equity markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo Pereira Câmara - In: Journal of banking & finance 23 (1999) 12, pp. 1887-1905

Persistent link: https://www.econbiz.de/10001429010

Stock returns and trading volume : evidence from the emerging markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo Pereira Câmara - In: Journal of emerging markets 6 (2001) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10001620017

Hedging Emerging Market Stock Risk with Sovereign Credit Default Swaps

Ratner, Mitchell; Chiu, Chih-Chieh (Jason) - 2016

This paper tests sovereign credit default swaps (CDS) as a hedge and safe haven asset against stock index returns in a sample of 18 emerging markets from 2005-2014. GARCH dynamic conditional correlation analysis indicates that CDS are an effective hedge due to the consistent inverse relationship...

Persistent link: https://www.econbiz.de/10014130006