Volatility spillovers and connectedness among credit default swap sector indexes
Year of publication: |
2018
|
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Authors: | Fonseca, José da ; Ignatieva, Ekaterina |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 36, p. 3923-3936
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Subject: | Credit default swap | global financial crisis | indirect financial linkages | volatility spill-over effects | Kreditderivat | Credit derivative | Volatilität | Volatility | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Welt | World | Swap | Kreditrisiko | Credit risk | Internationaler Finanzmarkt | International financial market |
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