Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Authors:
- Qianqian FengQFQianqian Feng
- Xiaolei SunXSXiaolei Sun
- Chang LiuCLChang Liu
- Jianping LiJLJianping Li
- 1 January 2021
- journal article
- research article
- Published by Elsevier in The North American Journal of Economics and Finance
- Vol. 55
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China (71771206)
- National Natural Science Foundation of China (71425002)
- National Natural Science Foundation of China (71901204)
- National Natural Science Foundation of China (72071197)
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