Absence of speculation in the European sovereign debt markets
Year of publication: |
2020
|
---|---|
Authors: | Frijns, Bart ; Zwinkels, Remco C. J. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 169.2020, p. 245-265
|
Subject: | Credit default swap | Credit risk | heterogeneous agent models | sovereign bonds | Kreditrisiko | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Rentenmarkt | Bond market | Spekulation | Speculation | EU-Staaten | EU countries | Swap | Länderrisiko | Country risk |
-
Sovereign credit default swap and bond markets' dynamics : evidence from the European debt crisis
Tampakoudis, Ioannis A., (2018)
-
Silva, Paulo Pereira da, (2014)
-
Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana, (2016)
- More ...
-
Behavioral heterogeneity in the option market
Frijns, Bart, (2010)
-
Modeling structural changes in the volatility process
Frijns, Bart, (2011)
-
Excess Stock Return Comovements and the Role of Investor Sentiment
Frijns, Bart, (2012)
- More ...