Open AccessInternational risk spillover in sovereign credit markets: an empirical analysis
Author(s) -
Saker Sabkha,
Christian de Peretti,
Dorra Mezzez Hmaied
Publication year - 2019
Publication title -
managerial finance
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.271
H-Index - 39
eISSN - 1758-7743
pISSN - 0307-4358
DOI - 10.1108/mf-11-2017-0490
Subject(s) - credit default swap , credit risk , economics , sovereign credit , spillover effect , financial market , monetary economics , financial crisis , leverage (statistics) , financial economics , emerging markets , financial system , finance , macroeconomics , computer science , machine learning
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