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The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets - MaRDI portal

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The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (Q1782393)

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scientific article; zbMATH DE number 6939468
Language Label Description Also known as
English
The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets
scientific article; zbMATH DE number 6939468

    Statements

    title
    The sensitivity of credit default swap premium to global risk factor: evidence from emerging markets (English)
    0 references
    author
    Oguzhan Cepni
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    Doruk Kucuksarac
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    M. Hasan Yilmaz
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    publication date
    20 September 2018
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    zbMATH Keywords
    emerging market
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    CDS
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    global risk appetite
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    fixed effect panel regression
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    Identifiers

    zbMATH DE Number
    6939468
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    OpenAlex ID
    W2738668039
    0 references
     
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