Volatility spillovers and connectedness among credit default swap sector indexes
José Da Fonseca and Katja Ignatieva
| Year of publication: |
2018
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|---|---|
| Authors: | Fonseca, José da ; Ignatieva, Ekaterina |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 36, p. 3923-3936
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| Subject: | Credit default swap | global financial crisis | indirect financial linkages | volatility spill-over effects | Volatilität | Volatility | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Welt | World | Internationaler Finanzmarkt | International financial market | Swap | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1430344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012060164