CDS spreads and contagion amongst systemically important financial institutions : a spatial econometric approach
Armin Eder and Sebastian Keiler
| Year of publication: |
October 2015
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|---|---|
| Authors: | Eder, Armin ; Keiler, Sebastian |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 20.2015, 4, p. 291-309
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| Subject: | Systemic risk | financial contagion | spatial econometrics | CDS spreads | government policy and regulation | CDS spread | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Systemrisiko | Welt | World | Spillover-Effekt | Spillover effect | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1516 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015180026