CDS Spreads and Contagion Amongst Systemically Important Financial Institutions - A Spatial Econometric Approach
Author:
Affiliation:
1. Helvetia Insurance Dufourstrasse; St.Gallen 40 9001 Switzerland
2. Deutsche Bundesbank Wilhelm-Epstein-Str.; Frankfurt am Main 14 60431 Germany
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference51 articles.
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