Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Year of publication: |
2011
|
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Authors: | Chang, Chia-Lin ; McAleer, Michael ; Hammoudeh, Shawkat ; Liu, Tengdong |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Risk | Sectoral CDS | VIX | SMOVE | MOVE | Adjustments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2011-12 41 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G1 - General Financial Markets ; G12 - Asset Pricing ; Q40 - Energy. General |
Source: |
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Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat, (2011)
-
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat, (2011)
-
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
Hammoudeh, Shawkat, (2011)
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Asymmetric Adjustments in the Ethanol and Grains Markets
Chang, Chia-Lin, (2012)
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Causality Between Market Liquidity and Depth for Energy and Grains
Chang, Chia-Lin, (2011)
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The Dynamics of Energy-Grain Prices with Open Interest
Chang, Chia-Lin, (2011)
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