The drivers of credit default swap prices : evidence from selected emerging market countries
Hasan Murat Ertugrul and Huseyin Ozturk
| Year of publication: |
2013
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|---|---|
| Authors: | Ertugrul, Hasan Murat ; Ozturk, Huseyin |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.5, p. 228-249
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| Subject: | ARDL | bounds test | CDS price volatility | Kalman filter | SWARCH | Kreditderivat | Credit derivative | Volatilität | Volatility | Schwellenländer | Emerging economies | Schätzung | Estimation | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010353718