Arouri, Mohamed; Hammoudeh, Shawkat; Jawadi, Fredj; … - In: Journal of International Financial Markets, … 33 (2014) C, pp. 223-243
We investigate the dynamic relationships between the US five-year financial CDS sector index spreads for the banking, financial services and insurance sectors in the short- and long-run over the recent period which is marked by the onset of the global financial crisis. For this purpose, we...
