Work

Volatility spillovers in the European bank CDS market

Year: 2015

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2015.02.003

Authors: Aida Alemany, Laura Ballester, Ana González-Urteaga

Institutions: Universitat de València, Universidad Pública de Navarra (UPNA)

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2035903161

FWCI: 7.658

Cites: 30

Cited by: 31

Related to: 10