Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe
Kristyna Ters, Jörg Urban
| Year of publication: |
2018
|
|---|---|
| Authors: | Ters, Kristyna ; Urban, Jörg |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 54.2018, p. 123-142
|
| Subject: | Central Europe | Contagion | Credit default swaps | Intraday | Panel VAR | Sovereign credit risk | Sovereign debt crisis | Spillover | Kreditderivat | Credit derivative | Eurozone | Euro area | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Öffentliche Schulden | Public debt | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | VAR-Modell | VAR model | EU-Staaten | EU countries | Tschechien | Czech Republic | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033352