Credit risk and bubble behavior of credit default swaps in the corporate energy sector
Ignacio Cervera, Isabel Figuerola-Ferretti
| Year of publication: |
2024
|
|---|---|
| Authors: | Cervera, Ignacio ; Figuerola-Ferretti, Isabel |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 702-731
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| Subject: | Bubble | CAPEX | CDS | CDS index | Crude oil futures | Taper tantrum | Kreditderivat | Credit derivative | Spekulationsblase | Bubbles | Kreditrisiko | Credit risk | Swap | Energiewirtschaft | Energy sector | Rohstoffderivat | Commodity derivative | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446517