Systemic risk spillovers in sovereign credit default swaps in Europe : a spatial approach
Year of publication: |
March 2018
|
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Authors: | Mili, Mehdi |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 2, p. 133-143
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Subject: | Systemic risk | Financial contagion | Spatial regression | CDS returns | Kreditderivat | Credit derivative | Systemrisiko | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Welt | World | EU-Staaten | EU countries | Europa | Europe | Öffentliche Anleihe | Public bond |
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