Spillovers among CDS indexes in the US financial sector
Year of publication: |
2014
|
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Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
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. 27.2014, p. 104-113
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Subject: | Causality-in-variance | Cross-correlation function | Financial sector CDS | Global financial crisis | Structural break | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Welt | World | Strukturbruch |
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