Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis

Author: Cheung William   Fung Scott   Tsai Shih-Chuan  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.20, Iss.1-2, 2010-01, pp. : 85-103

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Abstract