Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?
Year of publication: |
2012
|
---|---|
Authors: | Delatte, Anne-Laure ; Gex, Mathieu ; López-Villavicencio, Antonia |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 31.2012, 3, p. 481-497
|
Publisher: |
Elsevier |
Subject: | Sovereign credit default swaps | European sovereign crisis | Nonlinearity | Cointegration | Price discovery process |
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