Dynamics in the Predictability of Credit Default Swap Spreads of EU Companies
The COVID-19 pandemic affected financial instruments and markets all around the world. Credit default swap contracts of EU companies were analysed in this paper. The data consist of daily credit default swap spreads and market capitalisations of EU companies, exchange rates, LIBOR rates, bond yields...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2023/7572061 |
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