Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Hao Fang, Chung-Hua Shen, Hwey-Yun Yau, Chien-Ping Chung, Yen-Hsien Lee
| Year of publication: |
2019
|
|---|---|
| Authors: | Fang, Hao ; Shen, Chung-hua ; Yau, Hwey-Yun ; Chung, Chien-Ping ; Lee, Yen-Hsien |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 3, p. 5-24
|
| Subject: | sub-prime crisis | risky asset-backed securities | CDS index | bond index | contagion effects | impulse response | variance decomposition | Finanzkrise | Financial crisis | USA | United States | Kreditderivat | Credit derivative | Schwellenländer | Emerging economies | Ansteckungseffekt | Contagion effect | Schock | Shock | Subprime-Krise | Subprime financial crisis | Asset-Backed Securities | Asset-backed securities | Aktienindex | Stock index | Indexanleihe | Index-linked bond | Wirtschaftsindikator | Economic indicator | Öffentliche Anleihe | Public bond | Bankenkrise | Banking crisis | Großbritannien | United Kingdom |
| 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/10012420426