The anatomy of sovereign risk contagion
Year of publication: |
December 2016
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Authors: | Wu, Eliza ; Erdem, Magdalena ; Kalotychou, Elena ; Remolona, Eli M. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 69.2016, p. 264-286
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Subject: | Sovereign risk | Credit event | Contagion | Spillover | Credit default swap | Debt crisis | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Internationale Staatsschulden | International sovereign debt | Öffentliche Schulden | Public debt | Risikoprämie | Risk premium | Welt | World | Öffentliche Anleihe | Public bond |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.jimonfin.2016.07.002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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