Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (Q301208)
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scientific article; zbMATH DE number 6599628
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| English | Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective |
scientific article; zbMATH DE number 6599628 |
Statements
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (English)
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30 June 2016
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credit default swaps
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Markov switching model
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financial crisis
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Bayesian hierarchical modeling
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0.81300634
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0.79744995
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0.7904051
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0.7841818
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0.78239065
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