The Credit Default Swap market contagion during recent crises : international evidence
Saker Sabkha, Christian de Peretti, Dorra Hmaied
| Year of publication: |
2019
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| Authors: | Sabkha, Saker ; Peretti, Christian de ; Hmaied, Dorra Mezzez |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 53.2019, 1, p. 1-46
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| Subject: | Sovereign risk spillover | Credit default swaps | Contagion phenomenon | Dynamic conditional correlation | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Welt | World | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Kreditversicherung | Credit insurance |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-018-0741-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173009