Eurozone sovereign contagion : evidence from the CDS market ; 2005 - 2010
Year of publication: |
2012
|
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Authors: | Kalbaska, A. ; Gątkowski, M. |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 657-673
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Subject: | Credit default swaps | Sovereign risk | Contagion | PIIGS | Eurozone | Kreditderivat | Credit derivative | Euro area | Ansteckungseffekt | Contagion effect | Länderrisiko | Country risk | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Welt | World | Kreditrisiko | Credit risk | Schuldenkrise | Debt crisis | Spillover-Effekt | Spillover effect | Öffentliche Schulden | Public debt |
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