Interconnectedness and systemic risk in the US CDS market
Year of publication: |
2020
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Authors: | Kanno, Masayasu |
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. 54.2020, p. 1-24
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Subject: | Systemic risk | Centrality measure | Contagious default | Credit default swap | Interconnectedness | Finanzdienstleistung | Financial services | Kreditderivat | Credit derivative | Systemrisiko | Welt | World | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Finanzkrise | Financial crisis |
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