Cross-Autocorrelation, Risk Transmission and Contagion in the Global CDS Markets
Year of publication: |
[2021]
|
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Authors: | Cai, Charlie X. ; Hu, May ; Ye, Xiaoxia |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Welt | World | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (54 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3826385 [DOI] |
Classification: | f44 ; G15 - International Financial Markets ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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