Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Year of publication: |
2013
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Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 1/3, p. 267-271
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Subject: | EU-Staaten | EU countries | Volatilität | Volatility | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Spillover-Effekt | Spillover effect | Öffentliche Schulden | Public debt | Schuldenkrise | Debt crisis | Eurozone | Euro area | Staatsbankrott | Sovereign default | Öffentliche Anleihe | Public bond | Finanzkrise | Financial crisis |
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