Strength of co-movement between sector CDS indexes and relationship with major economic and financial variables over time and during investment horizons
Besma Hkiri, Shawkat Hammoudeh and Chaker Aloui
| Year of publication: |
October 2016
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| Authors: | Hkiri, Besma ; Hammoudeh, Shawkat ; Aloui, Chaker |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 46/48, p. 4635-4654
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| Subject: | Sector CDS | wavelet coherence/FIAPARCH | co-movement | investment horizon | global risk factors | Kreditderivat | Credit derivative | Welt | World | Portfolio-Management | Portfolio selection | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1161723 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011640721