The anatomy of sovereign risk contagion
Eliza Wu, Magdalena Erdem, Elena Kalotychou, Eli Remolona
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Wu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli M. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 69.2016, p. 264-286
|
| Subject: | Sovereign risk | Credit event | Contagion | Spillover | Credit default swap | Debt crisis | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Schuldenkrise | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Zinsstruktur | Yield curve | Öffentliche Schulden | Public debt | Internationale Staatsschulden | International sovereign debt | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011712035