Work

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Year: 2015

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2015.03.010

Authors: Carmen Broto, Gabriel Pérez-Quirós

Institution: Bank of Spain

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124567809

FWCI: 16.59

Cites: 40

Cited by: 88

Related to: 10