Open AccessThe Relationship Between Volatility and Sovereign Credit Risk in the Emerging Markets: A Nonlinear ARDL Approach
Author(s) -
Fatih YİĞİT,
Fuzuli Aliyev
Publication year - 2022
Publication title -
ege akademik bakis (ege academic review)
Language(s) - English
Resource type - Journals
ISSN - 1303-099X
DOI - 10.21121/eab.1064521
Subject(s) - economics , volatility (finance) , emerging markets , cointegration , credit default swap , financial economics , monetary economics , econometrics , credit risk , macroeconomics , finance
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