A yield spread perspective on the great financial crisis : break-point test evidence
Massimo Guidolin; Yu Man Tam
| Year of publication: |
2013
|
|---|---|
| Authors: | Guidolin, Massimo ; Tam, Yu Man |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 26.2013, p. 18-39
|
| Subject: | Yield spreads | Credit risk | Liquidity risk | Break-point tests | Partial adjustment models | Zinsstruktur | Yield curve | Kreditrisiko | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Liquidität | Liquidity |
| 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/10009717229