Intraday dynamics of euro area sovereign CDS and bonds
Year of publication: |
2013-09
|
---|---|
Authors: | Gyntelberg, Jacob ; Hördahl, Peter ; Ters, Kristyna ; Urban, Jörg |
Institutions: | Bank for International Settlements (BIS) |
Subject: | Sovereign credit risk | credit default swaps | price discovery | intraday |
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