Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
Year of publication: |
2014-04
|
---|---|
Authors: | Buzková, Petra |
Institutions: | Institut ekonomických studií, Univerzita Karlova v Praze |
Subject: | credit default swap | CDS valuation | reduced form model | debt crisis | robust estimator | Johansen cointegration test |
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