Work

Sector spillovers in credit markets

Year: 2018

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2018.07.011

Authors: Jerome Collet, Florian Ielpo

Institutions: Centre d'Économie de la Sorbonne, Université Paris 1 Panthéon-Sorbonne

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Agence Nationale de la Recherche

Awards: Paris Nouveaux Mondes Hautes Etudes Sorbonne Arts et Métiers, Excellence Laboratory Financial Regulation

OpenAlex ID: W2582789151

FWCI: 7.595

Cites: 47

Cited by: 55

Related to: 10