用户名: 密码: 验证码:
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
详细信息    查看全文
文摘
We study the volatility spillover from commodities to sovereign CDS spreads of emerging and frontier markets. We find evidence of volatility spillovers for most countries, albeit it differs by country and commodity. Overall, energy and precious metals are large contributors to sovereign spreads volatility.

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700