Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
Author:
Funder
National Natural Science Foundation of China
Chinese Academy of Sciences
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference45 articles.
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3. Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis;Arce;Journal of International Money and Finance,2013
4. Resource windfalls and emerging market sovereign bond spreads: The role of political institutions;Arezki;World Bank Economic Review,2012
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