Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
Nader Naifar, Syed Jawad Hussain Shahzad
| Year of publication: |
2022
|
|---|---|
| Authors: | Naifar, Nader ; Shahzad, Syed Jawad Hussain |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-9
|
| Subject: | Sovereign credit risk | Credit default swap | Tail event | Network risk | COVID-19 pandemic | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Coronavirus | Welt | World | Epidemie | Epidemic | Länderrisiko | Country risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102182 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014578150