Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis

✍ Scribed by Tamakoshi, Go; Hamori, Shigeyuki

• Book ID: 120643149
• Publisher: Taylor and Francis Group
• Year: 2013
• Tongue: English
• Weight: 121 KB
• Volume: 20
• Category: Article
• ISSN: 1350-4851
• DOI: 10.1080/13504851.2012.689107