Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Gül Huyugüzel Kışla, Y. Gülnur Muradoğlu, A. Özlem Önder
| Year of publication: |
2022
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|---|---|
| Authors: | Kışla, Gül Huyugüzel ; Muradoğlu, Gülnur ; Özlem Önder, A. |
| Published in: |
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
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| Subject: | CDS spreads | European debt crisis | Government debt | Sovereign risk | Spatial econometrics | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | Spillover-Effekt | Spillover effect | Schuldenkrise | Debt crisis | Eurozone | Euro area | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Internationale Staatsschulden | International sovereign debt | Europa | Europe |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-022-00263-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013391984