The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks
Abdallahi M'beirick; Samira Haddou
- Published
- Publisher
- Elsevier BV
- Journal / collection
- International Review of Economics & Finance
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.iref.2024.03.064
The original publisher provides the full text and its access options.
Cite this source
Abdallahi M'beirick; Samira Haddou. The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. International Review of Economics & Finance. 2024-06. https://doi.org/10.1016/j.iref.2024.03.064