CDS spreads and systemic risk: A spatial econometric approach
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- Carlos Castro & Juan S. Ordoñez & Sergio Preciado, 2016. "Network externalities across financial institutions," Documentos de Trabajo 14287, Universidad del Rosario.
- Leopoldo Catania & Anna Gloria Billé, 2017.
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More about this item
Keywords
systemic risk; financial contagion; spatial econometrics; CDS spreads; government policy and regulation;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-02-16 (Banking)
- NEP-ECM-2013-02-16 (Econometrics)
- NEP-FMK-2013-02-16 (Financial Markets)
- NEP-GEO-2013-02-16 (Economic Geography)
- NEP-RMG-2013-02-16 (Risk Management)
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