Bank fragility and contagion : evidence from the bank CDS market
Laura Ballester, Barbara Casu, Ana González-Urteaga
| Year of publication: |
September 2016
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| Authors: | Ballester, Laura ; Casu, Barbara ; González-Urteaga, Ana |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 394-416
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| Subject: | Credit default swaps | Contagion | GVAR | Spillover indices | Financial stability | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Bank | Welt | World | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2016.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011664775