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

doi:10.3905/jfi.2019.1.069

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

Finance

Washington State University Pullman
National Chung Hsing University
Saginaw Valley State University

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

1 Scopus citations

Original language	English
Pages (from-to)	5-45
Number of pages	41
Journal	Journal of Fixed Income
Volume	28
Issue number	4
DOIs	https://doi.org/10.3905/jfi.2019.1.069
State	Published - Mar 2019

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10.3905/jfi.2019.1.069

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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",

publisher = "Portfolio Management Research",

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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 - https://www.scopus.com/pages/publications/85093879672

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 -

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

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