Persistence of shocks in CDS returns on Croatian bonds : quantile autoregression approach
Mile Bošnjak, Ivan Novak, Maja Bašić
| Year of publication: |
2019
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|---|---|
| Authors: | Bošnjak, Mile ; Novak, Ivan ; Bašić, Maja |
| Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka : Univ., ISSN 1846-7520, ZDB-ID 2262889-7. - Vol. 37.2019, 2, p. 759-775
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| Subject: | CDS returns | bonds | quantile autoregression | persistence of shocks | efficient market hypothesis | Schock | Shock | Kapitaleinkommen | Capital income | Kreditderivat | Credit derivative | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Anleihe | Bond | Schätzung | Estimation | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Kroatien | Croatia | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18045/zbefri.2019.2.759 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012213680