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Financial linkages between US sector credit default swaps markets · Study

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ArticleFinancial linkages between US sector credit default swaps markets

Mohamed El Hédi Arouri2014

Article2014

Financial linkages between US sector credit default swaps markets

Mohamed El Hédi Arouri · Shawkat M. Hammoudeh · Fredj Jawadi · Duc Khuong Nguyen

27 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1999Modeling Term Structures of Defaultable Bonds 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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Year2014

Typearticle

Published2014-08-23

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations27

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/j.intfin.2014.08.002

openalex_workW1966017674

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