Duong Thi Hieu
Biographic Data
| ID | 6792167 |
|---|---|
| NAME | Duong Thi Hieu |
| GIVEN NAMES | Duong Thi |
| FAMILY NAME | Hieu |
| SIGNATURE | HIÊU D T |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2016 |
| LATEST PUBLICATION YEAR | 2016 |
| H-INDEX | 0 |
Testing sovereign contagion via changes of CDS price in European debt crisis
Much empirical research has been carried out to test the presence of contagion in European sovereign debt crisis since the beginning of 2010. In this paper I will consider contagion as a change in the transmission mechanism of shock, illustrating co-movement among the sovereign credit default swap (CDS) markets of seven European countries and the UK from November 2008 up until June 2013. By examining daily pricing data of the five-year sovereign …
No prominent works on this page.
Testing sovereign contagion via changes of CDS price in European debt crisis
Much empirical research has been carried out to test the presence of contagion in European sovereign debt crisis since the beginning of 2010. In this paper I will consider contagion as a change in the transmission mechanism of shock, illustrating co-movement among the sovereign credit default swap (CDS) markets of seven European countries and the UK from November 2008 up until June 2013. By examining daily pricing data of the five-year sovereign …
Autoregressive conditional heteroskedasticity (1 work) · Banking stability, regulation, efficiency (1 work) · Credit default swap (1 work) · Credit risk (1 work) · Credit Risk and Financial Regulations (1 work) · Debt (1 work) · Debt crisis (1 work) · Economics (1 work) · European debt crisis (1 work) · European integration (1 work)