Work

Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis

Year: 2012

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2012.07.006

Authors: Irene Schreiber, Gernot Müller, Claudia Klüppelberg, Niklas Wagner

Institutions: Technical University of Munich, University of Passau

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3125023283

FWCI: 3.033

Cites: 41

Cited by: 23

Related to: 10