Nexus between credit default swap spreads and foreign exchange rates : evidence from BRICST, E7, MINT and Fragile Five countries
Mustafa Tevfik Kartal, Serpil Kılıç Depren, Özer Depren
| Year of publication: |
2023
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|---|---|
| Authors: | Kartal, Mustafa Tevfik ; Depren, Serpil Kılıç ; Depren, Özer |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 29.2023, 3, p. 380-403
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| Subject: | CDS spreads | emerging countries | FX rates | nonlinear approaches | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Schätzung | Estimation | Risikoprämie | Risk premium |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2023.133288 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388496