Arouri, Mohamed; Hammoudeh, Shawkat; Jawadi, Fredj; … - In: Journal of International Financial Markets, … 33 (2014) C, pp. 223-243
presence of nonlinearities and asymmetry in the adjustment process of the CDS variables toward their long-run equilibrium. Our … findings provide evidence of significant long-run equilibrium links for two out of the three CDS indices, which are found to be …