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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Working paper"
~subject:"Volatilität"
~subject:"World"
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Search: subject_exact:"CDS (Credit Default Swap)"
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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A view from outside: sovereign CDS volatility as an Indicator of economic uncertainty
Böck, Maximilian
;
Feldkircher, Martin
;
Raunig, Burkhard
-
2021
Persistent link: https://www.econbiz.de/10012436888
Saved in:
2
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
3
Economic policy uncertainty and the volatility of sovereign CDS spreads
Raunig, Burkhard
-
2018
Persistent link: https://www.econbiz.de/10011820277
Saved in:
4
Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Ehouman, Yao Axel
- In:
International economics : a journal published by CEPII …
168
(
2021
),
pp. 76-97
Persistent link: https://www.econbiz.de/10013193362
Saved in:
5
Impact of QE on European sovereign bond market
Martin, Franck
;
Zhang, Jiangxingyun
-
2017
Persistent link: https://www.econbiz.de/10011712977
Saved in:
6
Fiscal austerity, growth prospects, and sovereign CDS spreads: the Eurozone and beyond
Yuan, Chunming
;
Pongsiri, Tanu J.
- In:
International economics : a journal published by CEPII …
141
(
2015
),
pp. 50-79
Persistent link: https://www.econbiz.de/10011539486
Saved in:
7
Are banks different? : evidence form the CDS market
Raunig, Burkhard
;
Scheicher, Martin
-
2009
Persistent link: https://www.econbiz.de/10003810904
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