Listar por autor "Escrivá, Ana Mónica"
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The nexus between sovereign CDS and stock market volatility: new evidence
Ballester Miquel, Laura; Escrivá, Ana Mónica; González Urteaga, Ana (MDPI, 2021) Artículo / ArtikuluaThis paper extends the studies published to date by performing an analysis of the causal relationships between sovereign CDS spreads and the estimated conditional volatility of stock indices. This estimation is performed ...