Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index

Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 observations starting from the 1st of January 2009...

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Auteurs principaux:	Ramzan Ali, Usman Ullah Butt, Muhammad Musa Khan, Muhammad Shaheer, Farhan Abbas Zaidi
Format:	Artigo
Langue:	Inglês
Publié:	Seisense 2020-05-01
Collection:	SEISENSE Journal of Management
Sujets:	covariance wavelet analysis time-series co-movement canada stock market
Accès en ligne:	https://journal.seisense.com/jom/article/view/353
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