Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?

The purpose of the paper is to investigate the relationship between sovereign Credit Default Swap (CDS) and stock markets in nine emerging economies from Central and Eastern Europe (CEE), using daily data over the period January 2008−April 2018. The analysis deploys a Vector Autoregressive mod...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Sorin Gabriel Anton, Anca Elena Afloarei Nucu
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2020-03-01
coleção:	Entropy
Assuntos:	cee countries credit default swap stock market vector autoregressive (var) model
Acesso em linha:	https://www.mdpi.com/1099-4300/22/3/338
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!