The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
https://link.springer.com/content/pdf/10.1007/s10690-023-09433-8.pdf
Reference44 articles.
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2. Alexandre, H., & De, B. A. (2010). Oil prices and government bond risk premiums. Lahore Journal of Business, 1(1), 1–21.
3. Alsakka, R., & apGwilym, O. (2010). Leads and lags in sovereign credit ratings. Journal of Banking & Finance, 34(11), 2614–2626.
4. Andreou, C. K., Lambertides, N., & Savvides, A. (2020). Sovereign credit risk and global equity fund returns in emerging markets. Journal of International Money and Finance, 107, 102218.
5. Arouri, M., Hammoudeh, S., Jawadi, F., & Nguyen, D. K. (2014). Financial linkages between US sector credit default swaps markets. Journal of International Financial Markets, Institutions and Money, 33, 223–243.
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