Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads
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Cited by:
- Le, Chau & Dickinson, David & Le, Anh, 2022. "Sovereign risk spillovers: A network approach," Journal of Financial Stability, Elsevier, vol. 60(C).
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More about this item
Keywords
Credit default swap; Economic policy uncertainty; Sovereign credit risk; 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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