From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Pengxiang Zhai, Fei Wu, Qiang Ji, Duc Khuong Nguyen
| Year of publication: |
2024
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| Authors: | Zhai, Pengxiang ; Wu, Fei ; Ji, Qiang ; Nguyen, Duc Khuong |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 1, p. 551-580
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| Subject: | CDS markets | connectedness | COVID-19 | risk spillover | Kreditderivat | Credit derivative | Coronavirus | Welt | World | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Risikoprämie | Risk premium | Volatilität | Volatility | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2698 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014469034