Work

Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005

Year: 2010

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2010.01.001

Authors: Virginie Coudert, Mathieu Gex

Institutions: Banque de France, Centre d'Etudes Prospectives et d'Informations Internationales, Université Paris Nanterre, EconomiX, Centre d'Etudes et de Recherches Appliquées à la Gestion

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2006186777

FWCI: 13.37

Cites: 90

Cited by: 73

Related to: 10