[HTML][HTML] Markov switching volatility connectedness across international CDS markets

W Mensi, E Gemici, M Polat, SH Kang - International Review of Economics …, 2025 - Elsevier
We analyze the interconnectedness of sovereign CDS premiums to assess risk spillovers
over the period from April 9, 2015, to April 1, 2024, which includes major volatility episodes …

Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe

GM Caporale, AN Çatık, MH Helmi, C Akdeniz, A İlhan - Empirica, 2024 - Springer
This paper examines the effects of the COVID-19 pandemic on CDS, stock returns, and
economic activity in the US and the five European countries that have been most affected …