Work

Spillovers between sovereign CDS and exchange rate markets: The role of market fear

Year: 2020

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2020.101308

Authors: Qianqian Feng, Xiaolei Sun, Chang Liu, Jianping Li

Institutions: Chinese Academy of Sciences, Institutes of Science and Development, University of Chinese Academy of Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G4419532464, 国家风险相关性机理与测度研究, 基于深度强化学习的集成预测模型优化研究, 不确定性冲击下主权债务风险测度与传染网络研究

OpenAlex ID: W3094730969

FWCI: 6.234

Cites: 79

Cited by: 56

Related to: 10