Global risk spillover and the predictability of sovereign CDS spread : international evidence
Sasha Srivastava, Hai Lin, Inguruwatte M. Premachandra, Helen Roberts
| Year of publication: |
January 2016
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| Authors: | Srivastava, Sasha ; Lin, Hai ; Premachandra, I. M. ; Roberts, Helen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 41.2016, p. 371-390
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| Subject: | Spillover | Contagion | Sovereign CDS | Granger causality | Out-of-sample forecast | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Prognoseverfahren | Forecasting model | Welt | World | Kausalanalyse | Causality analysis | Länderrisiko | Country risk | Ansteckungseffekt | Contagion effect | Öffentliche Schulden | Public debt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.10.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624755