Political uncertainty and a firm's credit risk : evidence from the international CDS market
Year of publication: |
June 2017
|
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Authors: | Liu, Jinyu ; Zhong, Rui |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 30.2017, p. 53-66
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Subject: | Political uncertainty | National elections | Credit risk | Idiosyncratic volatility | Rollover risk | Kreditrisiko | Risiko | Risk | Volatilität | Volatility | Politische Instabilität | Political instability | Kreditderivat | Credit derivative | Wahl | Election | Risikoprämie | Risk premium | Länderrisiko | Country risk |
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