Do energy and banking cds sector spreads reflect financial risks and economic policy uncertainty? : a time-scale decomposition approach
Nader Naifar, Shawkat Hammoudeh, Aviral Kumar Tiwari
| Year of publication: |
2019
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|---|---|
| Authors: | Naifar, Nader ; Hammoudeh, Shawkat ; Tiwari, Aviral Kumar |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 2, p. 507-534
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| Subject: | Quantile regression | U.S. and European sector CDSs | Uncertainties factors | Wavelet approach | USA | United States | Risiko | Risk | EU-Staaten | EU countries | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9838-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134319