Dynamic credit risk transmissions among global major industries : evidence from the TVP-VAR spillover approach
Seo-Yeon Lim, Sun-Yong Choi
| Year of publication: |
2024
|
|---|---|
| Authors: | Lim, Seo-Yeon ; Choi, Sun-Yong |
| Subject: | Credit risk transmission | Credit default swap | Major global industries | TVP-VAR | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135676