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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

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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