CDS and equity markets' volatility linkages : lessons from the EMU crisis
Year of publication: |
2023
|
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Authors: | Bratis, Theodoros ; Laopodis, Nikiforos ; Kouretas, Georgios P. |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 60.2023, 3, p. 1259-1281
|
Subject: | Credit default swap spreads | Financial crises | Geopolitical risk | Interconnectedness | Spillover effects | Systemic risk | Volatility | Ε60 | Kreditderivat | Credit derivative | Volatilität | Finanzkrise | Financial crisis | Eurozone | Euro area | Spillover-Effekt | Spillover effect | Welt | World | EU-Staaten | EU countries | Systemrisiko | Aktienmarkt | Stock market | Kreditrisiko | Credit risk | Börsenkurs | Share price | Risikoprämie | Risk premium | Ansteckungseffekt | Contagion effect | Derivat | Derivative | Finanzmarkt | Financial market |
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