Sovereign and bank interdependencies : evidence from the CDS market
Year of publication: |
January 2017
|
---|---|
Authors: | Yu, Sherry |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 39.2017, part A, p. 68-84
|
Subject: | Credit default swaps | Eurozone | Interdependency | Sovereign risk | Debt crisis | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Euro area | Schuldenkrise | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Internationale Staatsschulden | International sovereign debt | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium | Kreditrisiko | Credit risk | Welt | World | Finanzkrise | Financial crisis | Swap |
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