A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty
The article suggests that the fluctuation of sovereign credit default swaps can indicate economic uncertainty, aligning with economic policy uncertainty indices.
Featured in No. 9 on 26 Jul 2023 · 6 days after release · 7 citations today
- Released
- 20 Jul 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 7
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4515924
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).