Financial CDS, stock market and interest rates: Which drives which?

North American Journal of Economics and Finance

Volumn 22, Issue 3, 2011, Pages 257-276

  Hammoudeh, Shawkat ^a   Sari, Ramazan ^b  

^a DREXEL UNIVERSITY   (United States)

^b MIDDLE EAST TECHNICAL UNIVERSITY   (Turkey)

Author keywords

Equilibrium adjustments; Forcing variables; Great recession; Risk; Sector CDSs

Indexed keywords

EID: 83355166861     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2011.04.001     Document Type: Article

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