Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Ansgar Belke & Christian Gokus
| Year of publication: |
2014
|
|---|---|
| Authors: | Belke, Ansgar ; Gokus, Christian |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 7, p. 53-70
|
| Subject: | bond markets | credit default swaps | financial crisis | GARCH | stock markets | volatility | Kreditderivat | Credit derivative | Bank | Anleihe | Bond | Risikoprämie | Risk premium | Börsenkurs | Share price | Volatilität | Volatility | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Schätzung | Estimation | USA | United States | 2006-2009 |
| 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/10010384712