Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference56 articles.
1. Credit spread interdependencies of European states and banks during the financial crisis;Alter;J. Bank. Finance,2012
2. What determines Euro area bank CDS spreads?;Annaert;J. Int. Money Finance,2013
3. Sovereign and bank CDS spreads: Two sides of the same coin?;Avino;J. Int. Financial Markets, Inst. Money,2014
4. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach;Balcilar;Energy Econ.,2018
5. The export-output growth nexus in Japan: A bootstrap rolling window approach;Balcilar;Empirical Econ.,2013
Cited by 14 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. Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence;Research in International Business and Finance;2024-10
2. Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants;Risks;2024-04-22
3. Oil shocks and financial stability in MENA countries;Resources Policy;2024-02
4. What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries;The Energy Journal;2023-09-01
5. Default risk transmission in the travel and leisure industry;International Journal of Hospitality Management;2023-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3