How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads
收藏NBER2009-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14904
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资源简介：
How did the Subprime Crisis, a problem in a small corner of U.S. financial markets, affect the entire global banking system? To shed light on this question we use principal components analysis to identify common factors in the movement of banks' credit default swap spreads. We find that fortunes of
提供机构：
美国国家经济研究局
创建时间：
2009-04-01
