Full Terms & Conditions of access and use can be found at http://www.tandfonline.com/action/journalInformation?journalCode=raec20 Applied Economics ISSN: 0003-6846 (Print) 1466-4283 (Online) Journal homepage: http://www.tandfonline.com/loi/raec20 Volatility spillovers and connectedness among credit default swap sector indexes José Da Fonseca & Katja Ignatieva To cite this article: José Da Fonseca & Katja Ignatieva (2018): Volatility spillovers and connectedness among credit default swap sector indexes, Applied Economics, DOI: 10.1080/00036846.2018.1430344 To link to this article: https://doi.org/10.1080/00036846.2018.1430344 Published online: 06 Feb 2018. Submit your article to this journal View related articles View Crossmark data