Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market
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References listed on IDEAS
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- Huang, Xin & Zhou, Hao & Zhu, Haibin, 2012.
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More about this item
Keywordssub-prime; mortgage crisis; turmoil; meltdown; amplification; valuation; credit default swap; expected default frequency; risk premia; credit bubble;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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