Can CDS indexes signal future turmoils in the stock market? : a Markov switching perspective
Rosella Castellano; Luisa Scaccia
| Year of publication: |
2014
|
|---|---|
| Authors: | Castellano, Rosella ; Scaccia, Luisa |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 22.2014, 2, p. 285-305
|
| Subject: | Credit default swaps | Markov switching model | Financial crisis | Bayesian hierarchical modeling | Kreditderivat | Credit derivative | Finanzkrise | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Finanzmarktregulierung | Financial market regulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356926