How the Subprime Crisis went global: Evidence from bank credit default swap spreads

Journal of International Money and Finance

Volumn 31, Issue 5, 2012, Pages 1299-1318

  Eichengreen, Barry ^a,b   Mody, Ashoka ^c   Nedeljkovic, Milan ^d   Sarno, Lucio ^e,f  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b National Bureau for Economic Research (NBER)   (United States)

^c INTERNATIONAL MONETARY FUND   (United States)

^d National Bank of Serbia   (Serbia)

^e CITY UNIVERSITY   (United Kingdom)

^f CEPR   (United Kingdom)

Author keywords

Common factors; Credit default swap; Subprime Crisis

Indexed keywords

EID: 84861663354     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2012.02.002     Document Type: Article

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