Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?

The purpose of the paper is to investigate the relationship between sovereign Credit Default Swap (CDS) and stock markets in nine emerging economies from Central and Eastern Europe (CEE), using daily data over the period January 2008–April 2018. The analysis deploys a Vector Autoregressive model, fo...

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Detalles Bibliográficos
Autores principales: Anton, Sorin Gabriel, Afloarei Nucu, Anca Elena
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516794/
https://www.ncbi.nlm.nih.gov/pubmed/33286112
http://dx.doi.org/10.3390/e22030338

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516794/
https://www.ncbi.nlm.nih.gov/pubmed/33286112
http://dx.doi.org/10.3390/e22030338

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