Did the CDS Market Push up Risk Premia for Sovereign Credit?
Year of publication: |
2011
|
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Authors: | Andenmatten, Sergio ; Brill, Felix |
Published in: |
Swiss Journal of Economics and Statistics. - Heidelberg : Springer, ISSN 2235-6282. - Vol. 147.2011, 3, p. 275-302
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Publisher: |
Heidelberg : Springer |
Subject: | Greek debt crisis | sovereign credit | CDS market | price discovery |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/BF03399347 [DOI] hdl:10419/185981 [Handle] RePEc:ses:arsjes:2011-III-1 [RePEc] |
Classification: | c58 ; G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Did the CDS Market Push up Risk Premia for Sovereign Credit?
Andenmatten, Sergio, (2011)
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Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio, (2011)
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Measuring Co-Movements of CDS Premia during the Greek Debt Crisis
Andenmatten, Sergio, (2011)
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Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio, (2011)
-
Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio, (2011)
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Did the CDS market push up risk premia for sovereign credit?
Andenmatten, Sergio, (2011)
- More ...