Empirical dynamics of emerging financial markets during the global mortgage crisis

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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Bibliographic Details
Main Author: Rahmi Erdem Aktuğ
Format: Article
Language:English
Published: Elsevier 2015-03-01
Series:Borsa Istanbul Review
Subjects:
Price discovery
Emerging markets
Local currency government bond
Credit default swap
Stock market
Foreign exchange market
Online Access:http://www.sciencedirect.com/science/article/pii/S2214845014000507

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http://www.sciencedirect.com/science/article/pii/S2214845014000507

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