Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
Year of publication: |
2013
|
---|---|
Authors: | Arce, Oscar ; Mayordomo, Sergio ; Peña, Juan Ignacio |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 35.2013, C, p. 124-145
|
Publisher: |
Elsevier |
Subject: | Sovereign credit default swaps | Sovereign bonds | Credit spreadss | Price discovery |
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