Empirical dynamics of emerging financial markets during the global mortgage crisis
Focusing on five major emerging markets, I investigate the interactions between credit default swap premiums, foreign exchange rates, local currency government bond spreads, and national stock market returns over the period 4/2/2007 to 8/27/2009. Empirical analysis indicates that bond markets, along...
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| Format: | Article |
| Language: | English |
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Elsevier
2015-03-01
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| Series: | Borsa Istanbul Review |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845014000507 |