CDS and equity markets' volatility linkages : lessons from the EMU crisis
Theodoros Bratis, Nikiforos T. Laopodis, Georgios P. Kouretas
| Year of publication: |
2023
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|---|---|
| Authors: | Bratis, Theodoros ; Laopodis, Nikiforos ; Kouretas, Georgios P. |
| Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 60.2023, 3, p. 1259-1281
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| Subject: | Credit default swap spreads | Financial crises | Geopolitical risk | Interconnectedness | Spillover effects | Systemic risk | Volatility | Ε60 | Volatilität | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Eurozone | Euro area | Spillover-Effekt | Spillover effect | Kreditrisiko | Credit risk | Systemrisiko | Welt | World | Börsenkurs | Share price | EU-Staaten | EU countries | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01126-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014291804