Corporate vulnerability index as a fear gauge? : exploring the contagion effect between US and Korean markets
Year of publication: |
2015
|
---|---|
Authors: | Kim, Jun Sik ; Ryu, Doojin ; Seo, Sung Won |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 23.2015, 1, p. 73-88
|
Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | USA | United States | Südkorea | South Korea |
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