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The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
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Crises, lending and regulations
Kim, Suk-Joong; Wu, Eliza - In: Journal of financial stability 58 (2022)
Persistent link: https://www.econbiz.de/10013417466
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Early warning systems using dynamic factor models : an application to Asian economies
Truong, Chi; Sheen, Jeffrey R.; Trück, Stefan; … - In: Journal of financial stability 58 (2022), pp. 1-41
Persistent link: https://www.econbiz.de/10013417471