Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia
文献类型：期刊论文
| 作者 | Liu, Chang; Li, Jianping; Sun, Xiaolei; Chen, Jianming |
| 刊名 | APPLIED ECONOMICS LETTERS
 |
| 出版日期 | 2020 |
| DOI | 10.1080/13504851.2020.1765961 |
| 英文摘要 | This article examined the multi-scale correlations between Turkish lira exchange rates and sovereign credit default swap (CDS) in Turkey, Europe, and Asia by implementing a combined quantile regression (QR) and wavelet approach. The results showed that a severe depreciation of the lira will increase the sovereign risk in Turkey at different time scales. In addition, the results revealed stronger and quicker responses from Asia's sovereign CDS than Europe's to the shocks of the lira, which provides important implications for Asian countries and especially Asian emerging markets to prevent external risk contagion and guide the domestic monetary policy. |
| 语种 | 英语 |
| 源URL | [http://ir.casisd.cn/handle/190111/9749]  |
| 专题 | 中国科学院科技战略咨询研究院 |
| 推荐引用方式 GB/T 7714 | Liu, Chang,Li, Jianping,Sun, Xiaolei,et al. Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia[J]. APPLIED ECONOMICS LETTERS,2020. |
| APA | Liu, Chang,Li, Jianping,Sun, Xiaolei,&Chen, Jianming.(2020).Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia.APPLIED ECONOMICS LETTERS. |
| MLA | Liu, Chang,et al."Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia".APPLIED ECONOMICS LETTERS (2020). |
入库方式： OAI收割
来源：科技战略咨询研究院
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