Crossmark

Estimating volatility clustering and variance risk premium effects on bank default indicators

Crossref DOI link: https://doi.org/10.1007/s11156-021-00981-6

Published Online: 2021-04-27

Published Print: 2021-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Kenc, Turalay https://orcid.org/0000-0001-5051-3726
Cevik, Emrah Ismail
License Information

Text and Data Mining valid from 2021-04-27

Version of Record valid from 2021-04-27
More Information

Article History

Accepted: 26 March 2021

First Online: 27 April 2021

Declarations

:

: We declare that we have no conflict of interest.