Work

Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes

Year: 2020

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2020.101189

Author: Samet Gunay

Institution: American University of the Middle East

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3000365576

FWCI: 3.132

Cites: 49

Cited by: 16

Related to: 10