Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market
Year of publication: |
2010
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Authors: | Kim, Don H. ; Loretan, Mico ; Remolona, Eli M. |
Published in: |
The international financial crisis and policy challenges in Asia and the Pacific : proceedings of the wrap-up conference of the Asian Research Programme, Shanghai, 6 - 8 August 2009. - Basel : Bank for International Settlements, ISBN 92-9131-829-9. - 2010, p. 318-339
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Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Finanzkrise | Financial crisis | Asien | Asia |
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