A joint analysis of market indexes in credit default swap, volatility and stock markets
José Da Fonseca and Peiming Wang
| Year of publication: |
Apr-May 2016
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|---|---|
| Authors: | Fonseca, José da ; Wang, Peiming |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 19/21, p. 1767-1784
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| Subject: | Credit default swap | volatility | market linkages | Markov switching | Volatilität | Volatility | Kreditderivat | Credit derivative | Aktienmarkt | Stock market | Markov-Kette | Markov chain | Swap | Börsenkurs | Share price | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1109036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589737