Digital economy era : the role of the telecommunications sector in frequency-dependent default risk connectedness
Year of publication: |
2020
|
---|---|
Authors: | Shi, Shimeng ; Liu, Pei ; Xin, Jiayuan |
Subject: | CDS sector index | Frequency domain | Frequency-dependent connectedness | Systemic risk | Telecommunications sector | Telekommunikation | Telecommunications | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Telekommunikationspolitik | Telecommunications policy | Welt | World | Systemrisiko | Telekommunikationssektor | Telecommunications industry |
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