The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723)
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scientific article; zbMATH DE number 6659124
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The leverage effect puzzle: the case of European sovereign credit default swap market |
scientific article; zbMATH DE number 6659124 |
Statements
The leverage effect puzzle: the case of European sovereign credit default swap market (English)
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2 December 2016
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credit default swap
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emerging markets
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leverage effect
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stochastic volatility
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0.7548932433128357
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0.7452408075332642
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0.7339510321617126
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0.7337690591812134
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