Contagion: Evidence from the Bond Market-Reference-Cited by-同舟云学术

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Contagion: Evidence from the Bond Market

Published:2007 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Theocharides George

Publisher

Elsevier BV

Reference21 articles.

1. Illiquidity and stock returns: Cross-section and time-series effects;Yakov Amihud;Journal of Financial Markets,2002

2. Liquidity, maturity, and the yield on U.S. Treasury securities;Yakov Amihud;Journal of Financial Economics,1986

3. The effects of beta, bid-ask spread, residual risk and size on stock returns;Yakov Amihud;Journal of Finance,1989

4. Liquidity, maturity, and the yield on U.S. Treasury securities;Yakov Amihud;Journal of Finance,1991

5. A new approach to measuring financial contagion;Kee-Hong Bae;Review of Financial Studies,2003

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment;Journal of Empirical Finance;2018-12

2. On Bounding Credit-Event Risk Premia;Review of Financial Studies;2015-03-13

3. The Bank-Sovereign Nexus Across Borders;SSRN Electronic Journal;2015

4. On Bounding Credit Event Risk Premia;SSRN Electronic Journal;2012

5. Modeling Credit Contagion Via the Updating of Fragile Beliefs;SSRN Electronic Journal;2011

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