Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Wei-Qiang Huang, Peipei Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Wei-Qiang ; Liu, Peipei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-18
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| Subject: | Block model | Cross-market risk spillovers | Driving factors | Interacting network | Sovereign CDS | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Länderrisiko | Country risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102875 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467568