The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
Abdallahi M'beirick, Samira Haddou
| Year of publication: |
2024
|
|---|---|
| Authors: | M'beirick, Abdallahi ; Haddou, Samira |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 244-272
|
| Subject: | Asymmetric effects | European debt crisis | Monetary policy | Quantile regression | Sovereign CDS | Sovereign default risk | Kreditderivat | Credit derivative | Geldpolitik | Eurozone | Euro area | Länderrisiko | Country risk | Schock | Shock | Öffentliche Schulden | Public debt | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Risikoprämie | Risk premium | Staatsbankrott | Sovereign default | Schuldenkrise | Debt crisis | Kreditrisiko | Credit risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.03.064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535547