The sovereign credit default swap market : is there anything to be afraid of? : a comparison of selected Central and Western European economies
Agata Kliber
| Year of publication: |
2019
|
|---|---|
| Authors: | Kliber, Agata |
| Published in: |
Argumenta oeconomica. - [Wrocław] : [Wrocław University of Economics], ZDB-ID 2892843-X. - Vol. 43.2019, 2, p. 137-167
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| Subject: | CDS | financial crisis | volatility | VAR | GARCH | Granger causality test | Hong test | Kreditderivat | Credit derivative | Volatilität | Volatility | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Vergleich | Comparison | VAR-Modell | VAR model | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.15611/aoe.2019.2.06 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012284881