Volatility spillover networks of credit risk : evidence from ASW and CDS spreads in Turkey and Brazil
Samet Gunay, Emrah Ismail Cevik, Sel Dibooglu
| Year of publication: |
2024
|
|---|---|
| Authors: | Gunay, Samet ; Cevik, Emrah Ismail ; Dibooglu, Sel |
| Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 71.2024, 4, p. 571-604
|
| Subject: | Volatility spillovers | Stock returns | Credit risk | COVID-19 | Country studies | Brasilien | Brazil | Kreditrisiko | Volatilität | Volatility | Türkei | Turkey | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.2298/PAN210220007G [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052255