The dynamics of spillover effects during the European sovereign debt turmoil
Adrian Alter; Andreas Beyer
| Year of publication: |
2014
|
|---|---|
| Authors: | Alter, Adrian ; Beyer, Andreas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 134-153
|
| Subject: | Credit default swaps | Contagion | Sovereign debt | Systemic risk | Impulse responses | Kreditderivat | Credit derivative | Öffentliche Schulden | Public debt | Systemrisiko | Ansteckungseffekt | Contagion effect | Schuldenkrise | Debt crisis | Schock | Shock | Risikoprämie | Risk premium | Eurozone | Euro area | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Öffentliche Anleihe | Public bond | Schätzung | Estimation | Länderrisiko | Country risk | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Spillover-Effekt | Spillover effect |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010408412