The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Suk-Joong Kim, Leith Salem, Eliza Wu
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Kim, Suk-Joong ; Salem, Leith ; Wu, Eliza |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 18.2015, p. 208-224
|
| Subject: | Sovereign credit default swap spreads | Sovereign risk | Macroeconomic news spillovers | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Länderrisiko | Country risk | China | Welt | World | USA | United States | Öffentliche Schulden | Public debt | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2015.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011574167