Effect of the sovereign credit ratings in east Asia countries : evidence from panel vector autoregression
Sammo Kang and Sejin Min (Department of Economics, Dongguk University-Seoul, Seoul, Republic of Korea)
| Year of publication: |
2016
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| Authors: | Kang, Sam-mo ; Min, Sejin |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 4/6, p. 1121-1144
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| Subject: | credit default swap | financial crisis | panel VAR | sovereign credit rating | stock index | VAR-Modell | VAR model | Kreditwürdigkeit | Credit rating | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Welt | World | Ostasien | East Asia | Panel | Panel study | Schätzung | Estimation |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1103122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011563281