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Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting

Amine Lahiani 1 Shawkat Hammoudeh Rangan Gupta
1 LEO - Laboratoire d'Économie d'Orleans [UMR7322]
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Submitted on : Tuesday, January 18, 2022 - 9:55:36 AM
Last modification on : Tuesday, April 26, 2022 - 10:12:02 AM

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Amine Lahiani, Shawkat Hammoudeh, Rangan Gupta. Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. International Review of Economics and Finance, Elsevier, 2016, 43, pp.443-456. ⟨10.1016/j.iref.2016.01.007⟩. ⟨hal-03531142⟩

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