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CDS spreads, systemic risk and interconnectedness

Research output: Journal contributions › Journal articles › Research › peer-review

Authors

Original languageEnglish
JournalThe International Journal of Finance
Volume27
Issue number1
Pages (from-to)99-119
Publication statusPublished - 2015

Other publications by the same author(s)

Attracting attention from peers: Excitement in social trading

Pelster, M., 05.2019, In: Journal of Economic Behavior and Organization. 161, p. 158-179 22 p.

Research output: Journal contributions › Journal articles › Research › peer-review

Affect and stock returns

Breitmayer, B. & Pelster, M., 06.2018, In: Journal of Behavioral and Experimental Finance. 18, p. 76-84 9 p.

Research output: Journal contributions › Journal articles › Research › peer-review

Financial Penalties and Bank Performance

Köster, H. & Pelster, M., 01.06.2017, In: Journal of Banking and Finance. 79, p. 57–73 17 p.

Research output: Journal contributions › Journal articles › Research › peer-review

Financial penalties and banks’ systemic risk

Köster, H. & Pelster, M., 2018, In: Journal of Risk Finance. 19, 2, p. 154-173 20 p.

Research output: Journal contributions › Journal articles › Research › peer-review

The determinants of CDS spreads: evidence from the model space

Pelster, M. U. & Vilsmeier, J., 01.04.2018, In: Review of Derivatives Research. 21, 1, p. 63-118 56 p.

Research output: Journal contributions › Journal articles › Research › peer-review

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