Spillovers and contagion in the sovereign CDS market
Year of publication: |
2013
|
---|---|
Authors: | Adam, Michał |
Published in: |
Bank i kredyt. - Warszawa, ISSN 0137-5520, ZDB-ID 2374691-9. - Vol. 44.2013, 6, p. 571-604
|
Subject: | sovereign debt crisis | sovereign credit default swap | sunspot | contagion | spillover index | Spillover-Effekt | Spillover effect | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Welt | World | Finanzkrise | Financial crisis | Schuldenkrise | Debt crisis | Internationaler Finanzmarkt | International financial market | Staatsbankrott | Sovereign default | Schwellenländer | Emerging economies |
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