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Artículo
Are the sovereign CDS premia sound estimators of the stock market returns? : evidence from the Eurozone
(Universidad Pablo de Olavide, 2018)
In this paper, we explore the interconnection and existing relationships between the Sovereign Credit Default Swaps (henceforth, CDS) and the stock markets of the main European countries. Thus, the goal of this paper ...
Artículo
How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach
(Springer Nature B.V, 2018-11)
This paper examines financial integration among stock markets in the Eurozone using the prices from each stock index. Monthly time series are constructed for four major stock indices for the period between 1998 and 2016. ...