[HTML][HTML] Markov switching volatility connectedness across international CDS markets
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 …
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
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 …
economic activity in the US and the five European countries that have been most affected …