Showing 1 - 10 of 127,477
Persistent link: https://www.econbiz.de/10013417476
Persistent link: https://www.econbiz.de/10014289767
In this paper, we study systemic risk in China using information from credit default swap (CDS) data of Chinese firms … variance explanation power from the factors related to China’s domestic economic condition to foreign trade and money supply …. Our results reveal the sources and dynamics of systemic risk in China …
Persistent link: https://www.econbiz.de/10013291509
Persistent link: https://www.econbiz.de/10012183944
Persistent link: https://www.econbiz.de/10010416702
Persistent link: https://www.econbiz.de/10009619962
Persistent link: https://www.econbiz.de/10009713959
Persistent link: https://www.econbiz.de/10011524706
Persistent link: https://www.econbiz.de/10011562380
We analyze the nature of sovereign credit risk for selected Asian and European countries through a set of sovereign CDS data for an eighty-year period that includes the episode of the 2008-2009 financial crisis. Our principal component analysis results suggest that there is strong commonality in...
Persistent link: https://www.econbiz.de/10010436326