CDS spreads, systemic risk and interconnectedness
Matthias Pelster
| Year of publication: |
2015
|
|---|---|
| Authors: | Pelster, Matthias |
| Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 27.2015, 1, p. 105-124
|
| Subject: | CDS spreads | Systemic risk | Interconnectedness | ΔCoVaR | Kreditderivat | Credit derivative | Systemrisiko | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Bankrisiko | Bank risk | Kreditversicherung | Credit insurance | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011691250