Work

Volatility relation between credit default swap and stock market: new empirical tests

Year: 2019

Type: article

Source: Journal of Economics and Finance

DOI: 10.1007/s12197-018-9467-5

Author: Miroslav Mateev

Institution: American University in the Emirates

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2907181923

FWCI: 2.384

Cites: 25

Cited by: 20

Related to: 10