SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes · Study

ArticleShelves

ArticleSeeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes

Samet Günay2020

Article2020

Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes

17 citations·0/0 files stored·Research in International Business and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Credit Risk and Financial Regulations Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 17 citations exist upstream.

References

1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1973Job Market Signaling 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1995Statistical inference in vector autoregressions with possibly integrated processes 2008Introductory Econometrics for Finance 2009Deciphering the Liquidity and Credit Crunch 2007–2008 2011Liquidity risk management and credit supply in the financial crisis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2022Dynamic Asymmetric Causality Tests with an Applicationother · 7 shared references 2019Choice with Limited Capacitypreprint · 7 shared references 2021Wishful Thinking in Macroeconomic Expectationspreprint · 7 shared references 2016An extension of the asymmetric causality tests for dealing with deterministic trend componentsarticle · 6 shared references 2011Asymmetric causality tests with an applicationarticle · 5 shared references 2017The impact of urbanization on energy intensity: Panel data evidence considering cross-sectional dependence and heterogeneityarticle · 5 shared references

Details

Year2020

Typearticle

Published2020-01-13

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations17

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.1016/j.ribaf.2020.101189

openalex_workW3000365576

Links

Imported from OpenAlex (CC0) — nothing here is generated.