Interest rate risk propagation : evidence from the credit crunch
Hsin-Feng Yang; Chih-Liang Liu; Ray Yeutien Chou
| Year of publication: |
2014
|
|---|---|
| Authors: | Yang, Hsin-Feng ; Liu, Chih-Liang ; Chou, Ray Yeutien |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 242-264
|
| Subject: | Risk contagion | CoVaR | Liquidity risk | Credit risk | Financial crisis | Finanzkrise | Kreditrisiko | Zinsrisiko | Interest rate risk | Bankenkrise | Banking crisis | Risikomaß | Risk measure | Risiko | Risk | Kreditrationierung | Credit rationing | Ansteckungseffekt | Contagion effect | Risikoprämie | Risk premium | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Zinsstruktur | Yield curve | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010461946