Systemic risk spillovers in sovereign credit default swaps in Europe : a spatial approach
Mehdi Mili
| Year of publication: |
March 2018
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|---|---|
| Authors: | Mili, Mehdi |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 2, p. 133-143
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| Subject: | Systemic risk | Financial contagion | Spatial regression | CDS returns | Kreditderivat | Credit derivative | Systemrisiko | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Europa | Europe | Welt | World | Länderrisiko | Country risk | Bankrisiko | Bank risk | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-017-0068-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847723