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: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 21.2010, 3, p. 314-326
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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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