The Fractal structure of CDS spreads : evidence from the OECD countries
Year of publication: |
2022
|
---|---|
Authors: | Balkan, Emrah ; Uyar, Umut |
Subject: | efficient market hypothesis | fractal market hypothesis | CDS | OECD countries | OECD-Staaten | Effizienzmarkthypothese | Efficient market hypothesis | Kreditderivat | Credit derivative | Schätzung | Estimation |
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