How Inter-Related is the American and European Credit Default Swap Indices Market? A Search for Transatlantic Kinship

被引：0

作者：

Madhavan, Vinodh ^{[1
]}

机构：

[1] Indian Inst Technol, Vinod Gupta Sch Management, Kharagpur, W Bengal, India

来源：

REVIEW OF BUSINESS | 2011年 / 32卷 / 01期

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中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：111 / 119

页数：9

共 12 条

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[8] Network structures and idiosyncratic contagion in the European sovereign credit default swap market
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[9] The leverage effect puzzle: the case of European sovereign credit default swap market
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