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pro vyhledávání: '"Farhan Abbas Zaidi"'
Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index
Publikováno v:
SEISENSE Journal of Management, Vol 3, Iss 3 (2020)
Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 o
Externí odkaz:
https://doaj.org/article/ae8e5654bf9b4c3681e27f49e07d73bf
Publikováno v:
SEISENSE Journal of Management; Vol. 3 No. 3 (2020): SEISENSE Journal of Management; 51-64
Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 obs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ee565905e8da0c0a5eea1f88e06a7ee
https://journal.seisense.com/jom/article/view/353
https://journal.seisense.com/jom/article/view/353