Zobrazeno 1 - 10
of 82
pro vyhledávání: '"Gunay Samet"'
Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil
Publikováno v:
Panoeconomicus, Vol 71, Iss 4, Pp 571-604 (2024)
This study examines received and transmitted volatility spillovers of Credit Default Swap (CDS) and Asset-Swap Spread (ASW) for Brazil and Turkey. The empirical analysis is implemented using two country-based (stock markets and exchange rates) and tw
Externí odkaz:
https://doaj.org/article/a7be705ca2c849ba807a41752ff842ee
Publikováno v:
In Journal of Commodity Markets December 2024 36
Publikováno v:
In International Review of Financial Analysis November 2024 96 Part B
Publikováno v:
Journal of Enterprising Communities: People and Places in the Global Economy, 2022, Vol. 17, Issue 6, pp. 1118-1134.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEC-03-2022-0040
Publikováno v:
In Finance Research Letters December 2023 58 Part C
Publikováno v:
In Journal of Cleaner Production 1 November 2023 425
Publikováno v:
In International Review of Financial Analysis November 2023 90
Publikováno v:
In Finance Research Letters June 2023 54
Publikováno v:
In Journal of Cleaner Production 15 December 2022 379 Part 2
Autor:
Gunay, Samet, Kaskaloglu, Kerem
Publikováno v:
In Research in International Business and Finance December 2022 63