Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Year of publication: |
January 2017
|
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Authors: | Bouri, Elie ; DeBoyrie, Maria Eugenia ; Pavlova, Ivelina |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 49.2017, p. 155-165
|
Subject: | Volatility | Commodities | Energy commodities | Sovereign CDS | Emerging markets | Frontier markets | Schwellenländer | Emerging economies | Volatilität | Kreditderivat | Credit derivative | Welt | World | Länderrisiko | Country risk | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium |
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