Determinants of bank credit default swap spreads : the role of the housing sector
Year of publication: |
2013
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Authors: | Benbouzid, Nadia ; Mallick, Sushanta Kumar |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 24.2013, p. 243-259
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Subject: | Corporate CDS spreads | Housing market | Credit crisis | Default risk | Liquidity risk | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Insolvenz | Insolvency | Wohnungsmarkt | Immobilienmarkt | Real estate market | Hypothek | Mortgage | Zinsstruktur | Yield curve |
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