Do REITs Market Fluctuations Have a Contagious Effect on The CDS Premium?─Evidence from a Threshold Regression Analysis
碩士 === 元智大學 === 財務金融暨會計碩士班(財務金融學程) === 103 === Under an instrument threshold framework; this paper examines the nonlinear contagion effect of real estate markets (real estate investment trust, REIT) on credit markets (credit default swaps, CDS) in Europe and two representative countries, Germany and...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/74903031533142097898 |