Listar Artículos de revista DGE - EKS Aldizkari artikuluak por tema "CDS market"
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Is there a connection between sovereign CDS spreads and the stock market? Evidence for European and US returns and volatilities
This study complements the current literature, providing a thorough investigation of the lead–lag connection between stock indices and sovereign credit default swap (CDS) returns for 14 European countries and the US over ...