The interconnections between U.S. financial CDS spreads and control variables : new evidence using partial and multivariate wavelet coherences
Besma Hkiri, Shawkat Hammoudeh, Chaker Aloui, Muhammad Shahbaz
| Year of publication: |
2018
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|---|---|
| Authors: | Hkiri, Besma ; Hammoudeh, Shawkat ; Aloui, Chaker ; Shahbaz, Muhammad |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 57.2018, p. 237-257
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| Subject: | CDS spreads | Maximum overlap discrete wavelet transform | Multiple wavelet | Partial wavelet | Wavelet coherence | Zustandsraummodell | State space model | Kreditderivat | Credit derivative | USA | United States | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033861