CDS Industrial Sector Indices, credit and liquidity risk
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References listed on IDEAS
- Paolo Mauro & Nathan Sussman & Yishay Yafeh, 2002.
"Emerging Market Spreads: Then versus Now,"
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Oxford University Press, vol. 117(2), pages 695-733.
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More about this item
KeywordsCredit Risk; Common factors; liquidity risk;
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-23 (All new papers)
- NEP-BAN-2012-07-23 (Banking)
- NEP-RMG-2012-07-23 (Risk Management)
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