Interest rate risk propagation: Evidence from the credit crunch
Year of publication: |
2014
|
---|---|
Authors: | Yang, Hsin-Feng ; Liu, Chih-Liang ; Chou, Ray Yeutien |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 28.2014, C, p. 242-264
|
Publisher: |
Elsevier |
Subject: | Risk contagion | CoVaR | Liquidity risk | Credit risk | Financial crisis |
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