Are Banks Different? Evidence from the CDS Market
Year of publication: |
2009
|
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Authors: | Raunig, Burkhard ; Scheicher, Martin |
Publisher: |
Vienna : Oesterreichische Nationalbank (OeNB) |
Subject: | Credit default swap | market discipline | default risk | risk premium |
Series: | Working Paper ; 152 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/264744 [Handle] RePEc:onb:oenbwp:152 [RePEc] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Are Banks Different? Evidence from the CDS Market
Raunig, Burkhard, (2009)
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