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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da; Wang, Peiming - In: Applied economics 48 (2016) 19/21, pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
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Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da; Ignatieva, Ekaterina - In: Applied economics 50 (2018) 36, pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
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Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia; Pavlova, Ivelina - In: Applied economics 48 (2016) 7/9, pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
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The impact of RMB swap agreements on foreign exchange reserve demand
Li, Linyue; Mei, Dongzhou; Li, Rou - In: Applied economics 52 (2020) 59, pp. 6453-6467
Persistent link: https://www.econbiz.de/10012416009
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa; Prigent, Jean-Luc; Soumare, Ibrahima - In: Applied economics 55 (2023) 1, pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
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Business cycles and bank regulations : what happens to bank provisioning? ; a more comprehensive look at 49 countries
Hsieh, Meng-fen; Shen, Chung-hua - In: Applied economics 43 (2011) 19/21, pp. 2811-2822
Persistent link: https://www.econbiz.de/10009379585
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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender; Ozturk Danisman, Gamze - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822240