What drives systemic state credit risk? Evidence from the state credit default swap (CDS) market

Sheen Liu, Chun Chi Wu, Chung Ying Yeh, Woong Sun Yoo

Research output: Contribution to journal › Review article › peer-review

1 Scopus citations

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@article{d3709fba3a4f4f5bacca11c95b5f7071,

title = "What drives systemic state credit risk? Evidence from the state credit default swap (CDS) market",

author = "Sheen Liu and Wu, {Chun Chi} and Yeh, {Chung Ying} and Yoo, {Woong Sun}",

year = "2019",

month = mar,

doi = "10.3905/jfi.2019.1.069",

language = "English",

volume = "28",

pages = "5--45",

journal = "Journal of Fixed Income",

issn = "1059-8596",

number = "4",

}

TY - JOUR

T1 - What drives systemic state credit risk? Evidence from the state credit default swap (CDS) market

AU - Liu, Sheen

AU - Wu, Chun Chi

AU - Yeh, Chung Ying

AU - Yoo, Woong Sun

PY - 2019/3

Y1 - 2019/3

UR - http://www.scopus.com/inward/record.url?scp=85093879672&partnerID=8YFLogxK

U2 - 10.3905/jfi.2019.1.069

DO - 10.3905/jfi.2019.1.069

M3 - Review article

AN - SCOPUS:85093879672

SN - 1059-8596

VL - 28

SP - 5

EP - 45

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 4

ER -