Financial CDS, stock market and interest rates : which drives which?
Year of publication: |
2011
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Authors: | Hammoudeh, Shawkat ; Sari, Ramazan |
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. 22.2011, 3, p. 257-276
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Subject: | Sector CDSs | Risk | Forcing variables | Great recession | Equilibrium adjustments | Zins | Interest rate | Konjunktur | Business cycle | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Risikoprämie | Risk premium | Finanzmarkt | Financial market | Kreditderivat | Credit derivative | Risiko |
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