Intertemporal stability of the European credit spread co-movement structure1
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DOI: 10.1080/1351847042000304116
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Cited by:
- Brière, Marie & Chapelle, Ariane & Szafarz, Ariane, 2012.
"No contagion, only globalization and flight to quality,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1729-1744.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2008. "No contagion, only globalization and flight to quality," DULBEA Working Papers 08-22.RS, ULB -- Universite Libre de Bruxelles.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/149092, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Post-Print hal-01494525, HAL.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No Contagion, only Globalization and Flight to Quality," ULB Institutional Repository 2013/239873, ULB -- Universite Libre de Bruxelles.
- Marie Briere & Ariane Chapelle & Ariane Szafarz, 2012. "No contagion, only globalization and flight to quality," Working Papers CEB 12-010, ULB -- Universite Libre de Bruxelles.
- repec:dau:papers:123456789/7746 is not listed on IDEAS
- Mehdi Mili, 2018. "Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 133-143, March.
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Keywords
Credit spreads; diversification; correlations; corporate bonds;All these keywords.
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