A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig)
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- Vogel, Heinz-Dieter & Bannier, Christina E. & Heidorn, Thomas, 2013. "Functions and characteristics of corporate and sovereign CDS," Frankfurt School - Working Paper Series 203, Frankfurt School of Finance and Management.
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More about this item
Keywords
Credit default swap; Directional forecasts; Economic policy uncertainty; Financial market volatility;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E66 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General Outlook and Conditions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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