Comparative Economic Research > 2016 > 19 > 1 > 77-99
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journal ISSN : | 2082-6737 |
DOI | 10.1515/cer-2016-0005 |
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Bibliography
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Arce O., Mayordomo S., Peña J. I. (2011), Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis, ‘Journal of International Money and Finance’, 35.[WoS]
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Będowska-Sójka B., Kliber A. (2013), Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads, ‘Dynamic Econometric Models’, 13.
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Bollerslev, T. (1986), Generalized Autoregressive Conditional Heteroskedasticity, ‘Journal of Econometrics’, 31.[WoS][Crossref]