Sovereign cds premiums’ reaction to macroeconomic news: an empirical investigation

HIGHLIGHTS

  • who: Empirical Investigation and colleagues from the Nanjing Audit University, Nanjing, China have published the article: Sovereign CDS Premiumsu2019 Reaction to Macroeconomic News: An Empirical Investigation, in the Journal: Complexity 900 800 700 600 500 400 300 200 100 0 01/01/2009 01/01/2010 01/01/2011 01/01/2012 01/01/2013 01/01/2014 01/01/2015 01/01/2016 of 30/07/2021
  • what: The authors assess the efficiency of the sovereign credit default swap (CDS) market by investigating how sovereign CDS spreads react to macroeconomic news announcements. Specifically, instead . . .

     

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