Financial linkages between US sector credit default swaps markets
Year of publication: |
2014
|
---|---|
Authors: | Arouri, Mohamed ; Hammoudeh, Shawkat ; Jawadi, Fredj ; Nguyen, Duc Khuong |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 223-243
|
Subject: | Sector CDS indices | Credit risk | Long-run equilibrium | Nonlinear risk models | Forcing variables | Theorie | Theory | Kreditderivat | Credit derivative | Kreditrisiko | Risikoprämie | Risk premium | Finanzmarkt | Financial market |
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