Open AccessVolatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions
Author(s) -
Ansgar Belke,
Christian Gokus
Publication year - 2014
Publication title -
international journal of economics and finance
Language(s) - English
Resource type - Journals
eISSN - 1916-9728
pISSN - 1916-971X
DOI - 10.5539/ijef.v6n7p53
Subject(s) - stock (firearms) , credit default swap , volatility (finance) , financial crisis , bond , economics , financial economics , bond market , financial market , econometrics , stock market , monetary economics , credit risk , finance , mechanical engineering , paleontology , horse , biology , engineering , macroeconomics