Exchange rates, credit default swaps and market volatility of emerging markets : panel CS-ARDL approach
Year of publication: |
2024
|
---|---|
Authors: | Wang, Alan T. ; Liang, Chin Chia |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 24.2024, 1, p. 176-186
|
Subject: | CS-ARDL model | Exchange rate | Sovereign credit default swap | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Wechselkurs | Volatilität | Volatility | Schätzung | Estimation | Welt | World | Swap | Theorie | Theory |
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