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...
Main Author: | Rahmi Erdem Aktuğ |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2015-03-01
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Series: | Borsa Istanbul Review |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845014000507 |
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