The authors are especially grateful to Editor Bonnie Van Ness and an anonymous reviewer for many helpful comments. They also thank Kyongwook Choi, Farooq Malik, and Michael McAleer for responding to their questions and providing valuable comments.
Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?
Article first published online: 19 MAR 2013
© 2013, The Eastern Finance Association
Volume 48, Issue 1, pages 151–178, February 2013
How to Cite
Hammoudeh, S., Bhar, R. and Liu, T. (2013), Relationships between Financial Sectors’ CDS Spreads and Other Gauges of Risk: Did the Great Recession Change Them?. Financial Review, 48: 151–178. doi: 10.1111/j.1540-6288.2012.00350.x
- Issue published online: 21 JAN 2013
- Article first published online: 19 MAR 2013
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