Forecasting Credit Default Swaps (CDSs) spreads with newswire messages : evidence from European countries under financial distress
Year of publication: |
November 2015
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Authors: | Apergēs, Nikolaos |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 136.2015, p. 92-94
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Subject: | Newswire messages | CDS | European countries | Sovereign debt problems | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Europa | Europe | Länderrisiko | Country risk | Öffentliche Schulden | Public debt | Prognoseverfahren | Forecasting model |
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