Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Emmanuel Joel Aikins Abakah, Luis A. Gil-Alana, Emmanuel Kwesi Arthur, Aviral Kumar Tiwari
| Year of publication: |
2022
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|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Gil-Alaña, Luis A. ; Arthur, Emmanuel Kwesi ; Tiwari, Aviral Kumar |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 141-152
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| Subject: | Fractional integration | Leverage loan indices | Persistence | Volatility | Volatilität | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Kapitalstruktur | Capital structure | Finanzmarkt | Financial market | Theorie | Theory | Kreditgeschäft | Bank lending | Kredit | Credit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.11.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334550