Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market

Don H Kim, Mico Loretan and Eli Remolona
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Don H Kim: Yonsei University

A chapter in The international financial crisis and policy challenges in Asia and the Pacific, 2010, vol. 52, pp 318-339 from Bank for International Settlements

Date: 2010
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Journal Article: Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:52-19

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