Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics

DOI10.1016/j.ejor.2022.04.017OpenAlexW4224220152WikidataQ114184276 ScholiaQ114184276MaRDI QIDQ2171628

Constantin Zopounidis, S. Yfanti, A. Christopoulos, Menelaos Karanasos

Publication date: 9 September 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.017

zbMATH Keywords

financeeconomic policy uncertaintycredit risk co-movementfinancial/health crisissectoral CDS correlations

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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