Analiza riscului de piață din perspectiva factorilor determinanți
Market risk analysis from the perspective of determinants

Summary/Abstract: Market risk can be quantified by different statistical techniques, as well as by different types of indicators or financial instruments. This paper uses sovereign CDS as a quantifying factor for a developed economy and an emerging economy, following the potential internal and external influences, as well as from different types of markets. The results indicated numerous and significant influences on the developed economy, as well as an impact of the pandemic, while the emerging economy revealed a low level of determinants.

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