Hammoudeh, Shawkat; Sari, Ramazan - In: The North American Journal of Economics and Finance 22 (2011) 3, pp. 257-276
The objective is to examine the short- and long-run dynamics of US financial CDS index spreads at the sector level and explore their relationships with the stock market and the short- and long-run government securities, paying particular attention to the subperiod that begins with the 2007 Great...
