Forecasting China’s sovereign CDS with a decomposition reconstruction strategy

Author:

Li Jianping,Hao Jun,Sun Xiaolei,Feng Qianqian

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Software

Reference72 articles.

1. Sovereign risk and asset market dynamics in the euro area;Perego;J. Int. Money Finance,2020

2. Spillovers between sovereign CDS and exchange rate markets: The role of market fear;Feng;North Amer. J. Econ. Finance,2021

3. Determinants and impact of sovereign credit ratings;Cantor;Economic Policy Rev.,1996

4. How connected is the global sovereign credit risk network?;Bostanci;J. Bank. Financ.,2020

5. Economic policy uncertainty and mergers and acquisitions: Evidence from China;Sha;Econ. Model.,2020

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