Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Year of publication: |
2022
|
---|---|
Authors: | Kışla, Gül Huyugüzel ; Muradoğlu, Gülnur ; Özlem Önder, A. |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 4, p. 277-296
|
Subject: | CDS spreads | European debt crisis | Government debt | Sovereign risk | Spatial econometrics | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect | Öffentliche Anleihe | Public bond | Finanzkrise | Financial crisis | Eurozone | Euro area | Internationale Staatsschulden | International sovereign debt | Risikoprämie | Risk premium | Schuldenkrise | Debt crisis | Kreditrisiko | Credit risk |
-
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V., (2017)
-
Sovereign and bank interdependencies : evidence from the CDS market
Yu, Sherry, (2017)
-
Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Kalbaska, A., (2012)
- More ...
-
MURADOĞLU, Gülnur, (2003)
-
The time-varying effects of oil prices on oil-gas stock returns of the fragile five countries
Yurteri Kösedağlı, Begüm, (2021)
-
A nodewise regression approach to estimating large portfolios
Callot, Laurent, (2021)
- More ...