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Sovereign CDS spread determinants and spill-over effects during financial crisis: a panel VAR approach

Submitting institution: Birkbeck College
Unit of assessment: 17 - Business and Management Studies
Output identifier: 753
Type: D - Journal article
DOI: 10.1016/j.jfs.2016.08.005
Title of journal: Journal of Financial Stability
Article number: -
First page: 62
Volume: 26
Issue: -
ISSN: 1572-3089
Open access status: Deposit exception
Month of publication: October
Year of publication: 2016
URL: http://eprints.bbk.ac.uk/id/eprint/26238/
Supplementary information: -
Request cross-referral to: -
Output has been delayed by COVID-19: No
COVID-19 affected output statement: -
Forensic science: No
Criminology: No
Interdisciplinary: No
Number of additional authors: 2
Research group(s): -
Proposed double-weighted: No
Reserve for an output with double weighting: No
Additional information: -
Author contribution statement: -
Non-English: No
English abstract: -