Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Year of publication: |
2020
|
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Authors: | Balcilar, Mehmet ; Ozdemir, Zeynel Abidin ; Ozdemir, Huseyin ; Wohar, Mark E. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-14
|
Subject: | MOVE | Oil market | Risk | Risk spillover | Sectoral CDS | SMOVE | VIX | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Welt | World | Finanzkrise | Financial crisis | Ölmarkt | Ansteckungseffekt | Contagion effect |
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