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Sovereign CDS and bond pricing dynamics in the euro-area
Palladini, Giorgia; Portes, Richard - 2011
Persistent link: https://www.econbiz.de/10009388388
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Are the sovereign CDS premia sound estimators of the stock market returns? : evidence from the Eurozone
Wic, Ana Navarrete; Di Pietro, Filippo; Martín Marín, … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 130-155
can predict the stock market returns of the most relevant economies within the Eurozone, so that, they serve as advanced …
Persistent link: https://www.econbiz.de/10011870707
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The impact of investor greed and fear on cryptocurrency returns : a Granger causality analysis of Bitcoin and Ethereum
Cavalheiro, Everton Anger; Vieira, Kelmara Mendes; … - In: Review of behavioral finance : RBF 16 (2024) 5, pp. 819-835
Persistent link: https://www.econbiz.de/10015069608
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Impacts of credit default swaps on volatility of the exchange rate in Turkey : the case of Euro
Kar, Muhsin; Bayat, Tayfur; Kayhan, Selim - In: International Journal of Financial Studies : open … 4 (2016) 3, pp. 1-18
In this study, we aim to investigate the impacts of credit default swaps (CDS) premium as a risk financial indicator on the fluctuations of value of the Turkish lira against the Euro. We try to answer the following questions: Is the CDS premium change among the drivers of EUR/TL exchange rate...
Persistent link: https://www.econbiz.de/10011526794
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The effect of the PSI in the relationship between sovereign and bank credit risk : evidence from the euro area
Papafilis, Michalis-Panayiotis; Psillaki, Maria; … - In: Multinational finance journal 23 (2019) 3/4, pp. 211-272
Persistent link: https://www.econbiz.de/10012590840
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Sovereign risk evaluation for European Union countries
Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012392522
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Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Téllez, Cecilia; Martín García, Margarita; Ramón … - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 58-78
separately or by taking into account the joint evolution of their values. The data refer to ten countries in the Eurozone along …
Persistent link: https://www.econbiz.de/10012436652
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Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Shahzad, Syed Jawad Hussain; Mensi, Walid; Hammoudeh, … - In: Journal of international financial markets, … 52 (2018), pp. 114-133
Persistent link: https://www.econbiz.de/10011986230
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The lead-lag relationship between US industry-level credit and stock markets
Shahzad, Syed Jawad Hussain; Safwan Mohd Nor; Nur Azura … - In: Journal of economic studies 44 (2017) 4, pp. 518-539
Persistent link: https://www.econbiz.de/10011960865
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Better measurements for CLO equity performance
Pimbley, Joseph M. - In: The journal of structured finance 22 (2016) 2, pp. 24-30
Persistent link: https://www.econbiz.de/10011561624