Another look at contagion across United States and European financial markets : evidence from the credit default swaps markets
Year of publication: |
2023
|
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Authors: | Tsionas, Efthymios G. ; Apergēs, Nikolaos |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 1137-1155
|
Subject: | co-kurtosis | co-skewness | co-volatility | financial contagion | financial crisis | EU-Staaten | EU countries | Finanzkrise | Financial crisis | USA | United States | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect |
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