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Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
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2
Sovereign rating changes : do they provide new information for stock markets?
Hooper, Vincent J.
;
Hume, Timothy
;
Kim, Suk-Joong
- In:
Economic systems
32
(
2008
)
2
,
pp. 142-166
Persistent link: https://www.econbiz.de/10003729204
Saved in:
3
Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa
Hassan, M. Kabir
;
Maroney, Neal C.
;
El-Sady, Hassan Mounir
- In:
Economic systems
27
(
2003
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001771457
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