Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Hao Fang, Chung-Hua Shen, Hwey-Yun Yau, Chien-Ping Chung, Yen-Hsien Lee
Year of publication: |
2019
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Authors: | Fang, Hao ; Shen, Chung-hua ; Yau, Hwey-Yun ; Chung, Chien-Ping ; Lee, Yen-Hsien |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 22.2019, 3, p. 5-24
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Subject: | sub-prime crisis | risky asset-backed securities | CDS index | bond index | contagion effects | impulse response | variance decomposition | Finanzkrise | Financial crisis | USA | United States | Kreditderivat | Credit derivative | Subprime-Krise | Subprime financial crisis | Schock | Shock | Schwellenländer | Emerging economies | Ansteckungseffekt | Contagion effect | Öffentliche Anleihe | Public bond | Asset-Backed Securities | Asset-backed securities | Wirtschaftsindikator | Economic indicator | Indexanleihe | Index-linked bond | Aktienindex | Stock index | Welt | World | Index | Index number | Großbritannien | United Kingdom | Finanzmarkt | Financial market |
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