Work

Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic

Year: 2023

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2023.102023

Authors: Remzi Gök, Elie Bouri, Eray Gemici

Institutions: Dicle University, Kyung Hee University, Lebanese American University, Gaziantep University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4381480655

FWCI: 4.224

Cites: 82

Cited by: 21

Related to: 10