Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDL approach
Using the panel-data approach with a sample of emerging countries, this study examines the relationship between exchange-rate movements from 2011 to 2022, on the one hand, and sovereign debt credit default swap (CDS) premiums and market volatility, on the other. To capture the short- and long-run re...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Elsevier
2024-01-01
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| Edice: | Borsa Istanbul Review |
| Témata: | |
| On-line přístup: | http://www.sciencedirect.com/science/article/pii/S2214845023001527 |
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