Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (Q301208)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective |
scientific article |
Statements
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective (English)
0 references
30 June 2016
0 references
credit default swaps
0 references
Markov switching model
0 references
financial crisis
0 references
Bayesian hierarchical modeling
0 references
0 references
