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Cross-market risk spillovers among sovereign CDS, stock, fo..:
Huang, Wei-Qiang
;
Liu, Peipei
International Review of Financial Analysis. 90 (2023) - p. 102875 , 2023
Link:
https://doi.org/10.1016/j.irfa.2023.102875
RT Journal T1 <Title>Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.irfa.2023.102875&Exemplar=1&LAN=DE A1 Huang, Wei-Qiang A1 Liu, Peipei PB Elsevier BV YR 2023 SN 1057-5219 JF International Review of Financial Analysis VO 90 SP 102875 LK http://dx.doi.org/https://doi.org/10.1016/j.irfa.2023.102875 DO https://doi.org/10.1016/j.irfa.2023.102875 SF ELIB - SuUB Bremen
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