Interest rate risk propagation: Evidence from the credit crunch

North American Journal of Economics and Finance

Volumn 28, Issue , 2014, Pages 242-264

  Yang, Hsin Feng ^a   Liu, Chih Liang ^b   Chou, Ray Yeutien ^a,c  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^b NATIONAL YUNLIN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

CoVaR; Credit risk; Financial crisis; G01; G15; G21; Liquidity risk; Risk contagion

Indexed keywords

EID: 84901497115     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2014.03.010     Document Type: Article

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