Contagion and risk premia in the amplification of crisis : evidence from Asian names in the global CDS market
Don H. Kim; Mico Loretan; Eli M. Remolona
| Year of publication: |
2010
|
|---|---|
| Authors: | Kim, Don H. ; Loretan, Mico ; Remolona, Eli M. |
| Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 21.2010, 3, p. 314-326
|
| Subject: | Kreditderivat | Credit derivative | Kreditversicherung | Credit insurance | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Finanzkrise | Financial crisis | Asien | Asia |
| Extent: | graph. Darst. |
|---|---|
| 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/10009243534