Financial Linkages between U.S. Sector Credit Default Swaps Markets
Year of publication: |
2014-08-29
|
---|---|
Authors: | Arouri, Mohamed ; Hammoudeh, Shawkat ; Jawadi, Fredj ; Nguyen, Duc Khuong |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | sector CDS indices | credit risk | long-run equilibrium | nonlinear risk models | forcing variables |
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