The reaction of emerging market credit default swap spreads to sovereign credit rating changes
Year of publication: |
2010
|
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Authors: | Ismailescu, Iuliana ; Kazemi, Hossein |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 12, p. 2861-2873
|
Subject: | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | Geldpolitische Transmission | Monetary transmission | Welt | World | 2001-2008 |
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