A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty
| Year of publication: |
2021
|
|---|---|
| Authors: | Böck, Maximilian ; Feldkircher, Martin ; Raunig, Burkhard |
| Publisher: |
Vienna : Oesterreichische Nationalbank (OeNB) |
| Subject: | Credit default swap | Directional forecasts | Economic policy uncertainty | Financial market volatility |
| Series: | Working Paper ; 233 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 1750215683 [GVK] hdl:10419/264825 [Handle] RePEc:onb:oenbwp:233 [RePEc] |
| Classification: | D80 - Information and Uncertainty. General ; E66 - General Outlook and Conditions ; G18 - Government Policy and Regulation |
| Source: |
Persistent link: https://www.econbiz.de/10013370150