A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig)

Maximilian Böck (), Martin Feldkircher and Burkhard Raunig
Authors registered in the RePEc Author Service: Maximilian Böck

Working Papers from Oesterreichische Nationalbank (Austrian Central Bank)

Keywords: Credit default swap; Directional forecasts; Economic policy uncertainty; Financial market volatility (search for similar items in EconPapers)
JEL-codes: D80 E66 G18 (search for similar items in EconPapers)
Pages: 29
Date: 2021-01-12
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