Work

Spillovers among CDS indexes in the US financial sector

Year: 2013

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2013.12.001

Authors: Go Tamakoshi, Shigeyuki Hamori

Institution: Kobe University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

OpenAlex ID: W1970040180

FWCI: 3.304

Cites: 23

Cited by: 17

Related to: 10