The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets

C-Tier
Journal: Economics Letters
Year: 2017
Volume: 159
Issue: C
Pages: 74-77

Authors (3)

Cepni, Oguzhan (Central Bank of the United Ara...) Kucuksarac, Doruk (not in RePEc) Yilmaz, M. Hasan (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We use fixed effects panel regressions to identify the macroeconomic factors driving the heterogeneity in the sensitivity of credit default swap (CDS) premium to changes in the global risk factor across emerging markets. The panel regression results indicate that countries with lower government debt and higher reserves tend to be less subject to the variations in the global risk appetite.

Technical Details

RePEc Handle
repec:eee:ecolet:v:159:y:2017:i:c:p:74-77
Journal Field
General
Author Count
3
Added to Database
2026-01-25