Corporate credit risk counter-cyclical interdependence : a systematic analysis of cross-border and cross-sector correlation dynamics
Stavroula Yfanti, Menelaos Karanasos, Constantin Zopounidis, Apostolos Christopoulos
| Year of publication: |
2023
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|---|---|
| Authors: | Yfanti, Stavroula ; Karanasos, Menelaos ; Zopounidis, Constantin ; Christopoulos, Apostolos G. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 304.2023, 2 (16.1.), p. 813-831
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| Subject: | Credit risk co-movement | Economic policy uncertainty | Finance | Financial/health crisis | Sectoral CDS correlations | Kreditrisiko | Credit risk | Korrelation | Correlation | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Welt | World | Konjunktur | Business cycle | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.04.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013534569