Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, Jianping Li
| Year of publication: |
2021
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| Authors: | Feng, Qianqian ; Sun, Xiaolei ; Liu, Chang ; Li, Jianping |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-22
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| Subject: | Exchange rate | Market fear | Sovereign CDS | Spillover effect | Spillover network | Spillover-Effekt | Kreditderivat | Credit derivative | Wechselkurs | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Welt | World | US-Dollar | US dollar | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667722