المؤلفون: Sabkha, Saker, de Peretti, Christian, Mezzez Hmaied, Dorra

المساهمون: Laboratoire de Sciences Actuarielle et Financière (SAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, Institut de Science Financières et d'Assurance, Université de Lyon

المصدر: ISSN: 0307-4358 ; Managerial Finance ; https://hal.science/hal-01652526Test ; Managerial Finance, 2019, 45 (8), pp.1020-1040. ⟨10.1108/MF-11-2017-0490⟩.

مصطلحات موضوعية: Sovereign CDS and bond markets, Dynamic Conditional Correlation, Bayesian cointegrated, VAR, Contagion, Risk spillover, JEL: F - International Economics/F.F3 - International Finance/F.F3.F30 - General, JEL: G - Financial Economics/G.G1 - General Financial Markets, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G15 - International Financial Markets, [QFIN.GN]Quantitative Finance [q-fin]/General Finance [q-fin.GN], [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

العلاقة: hal-01652526; https://hal.science/hal-01652526Test; https://hal.science/hal-01652526/documentTest; https://hal.science/hal-01652526/file/International%20risk%20spillover%20in%20sovereign%20credit%20markets%20Empirical%20analysis.pdfTest

الإتاحة: https://doi.org/10.1108/MF-11-2017-0490Test
https://hal.science/hal-01652526Test
https://hal.science/hal-01652526/documentTest
https://hal.science/hal-01652526/file/International%20risk%20spillover%20in%20sovereign%20credit%20markets%20Empirical%20analysis.pdfTest

المؤلفون: Sabkha, Saker, de Peretti, Christian, Hmaied, Dorra

المساهمون: Laboratoire de Sciences Actuarielle et Financière (SAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, Institut des hautes études commerciales (Carthage, Tunisie) (IHEC), Université de Carthage (Tunisie) (UCAR)

المصدر: ISSN: 0924-865X.

مصطلحات موضوعية: Credit Default Swaps, Contagion phenomenon, Sovereign risk spillover, Dynamic Conditional Correlation, [QFIN.GN]Quantitative Finance [q-fin]/General Finance [q-fin.GN]

العلاقة: hal-01572510; https://hal.science/hal-01572510Test; https://hal.science/hal-01572510/documentTest; https://hal.science/hal-01572510/file/The%20Credit%20Default%20Swap%20market%20contagion%20during%20recent%20crises_International%20evidence%20.pdfTest

الإتاحة: https://hal.science/hal-01572510Test
https://hal.science/hal-01572510/documentTest
https://hal.science/hal-01572510/file/The%20Credit%20Default%20Swap%20market%20contagion%20during%20recent%20crises_International%20evidence%20.pdfTest