Are the Sovereign CDS Premia Sound Estimators of the Stock Market Returns? Evidence from the Eurozone || ¿Son las primas CDS estimadores sólidos de los rendimientos del mercado de valores? Evidencia de la Eurozona
In this paper, we explore the interconnection and existing relationships between the Sovereign Credit Default Swaps (henceforth, CDS) and the stock markets of the main European countries. Thus, the goal of this paper is to test if the CDS premia can predict the stock market returns of the most relev...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Pablo de Olavide University
2018-06-01
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| Series: | Revista de Métodos Cuantitativos para la Economía y la Empresa |
| Subjects: | |
| Online Access: | https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2668/2715 |