How the Subprime Crisis went global: Evidence from bank credit default swap spreads

Keyphrases

• Bank Credit 100%
• Subprime Crisis 100%
• Going Global 100%
• Credit Default Swap Spreads 100%
• Funding Risk 66%
• Principal Coordinate Analysis (PCoA) 33%
• Interdependency 33%
• Credit Risk 33%
• Global Economics 33%
• Economic Prospects 33%
• Bear Stearns 33%
• International Banks 33%
• Global Banking 33%
• Counterparty Risk 33%
• Global Financial System 33%
• Global Recession 33%
• Lehman Brothers 33%
• Bank Loan Portfolio 33%
• U.S. Financial Markets 33%

Economics, Econometrics and Finance

• Credit Derivative 100%
• Financial Market 50%
• Principal Components 50%
• Credit 50%
• Financial System 50%
• International Bank 50%