The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets
Year of publication: |
October 2017
|
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Authors: | Cepni, Oguzhan ; Kucuksarac, Doruk ; Yilmaz, M. Hasan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 159.2017, p. 74-77
|
Subject: | Emerging market | CDS | Global risk appetite | Fixed effect panel regression | Schwellenländer | Emerging economies | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Welt | World | Kreditrisiko | Credit risk | Risiko | Risk | Regressionsanalyse | Regression analysis |
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