Revealing Volatility Spillover Effects Between CDS Premiums and Equity Markets in Developed and Developing Countries: VAR-BEKK-GARCH Model Approach
(Trends in Business and Economics 2023; 37: 98-110) DOI: 10.5152/TBE.2022.221748
(Trends in Business and Economics 2023; 37: 98-110) DOI: 10.5152/TBE.2022.221748