Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting
Amine Lahiani, Shawkat Hammoudeh, Rangan Gupta
| Year of publication: |
May 2016
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|---|---|
| Authors: | Lahiani, Amine ; Hammoudeh, Shawkat ; Gupta, Rangan |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 43.2016, p. 443-456
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| Subject: | Sector CDS | Financial crisis | Asymmetric adjustments | NARDL model | Kreditderivat | Credit derivative | Finanzkrise | Finanzsektor | Financial sector | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625854