Cross country linkages and transmission of sovereign risk : evidence from China's credit default swaps
Wenlong Zhang, Gaiyan Zhang, Jean Helwege
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Wenlong ; Zhang, Gaiyan ; Helwege, Jean |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 58.2022, p. 1-14
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| Subject: | China | Credit default swaps | Cross country linkages | Granger-causality | Sovereign risk transmission | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Kreditrisiko | Credit risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2020.100838 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013417476