Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
Year of publication: |
2013
|
---|---|
Authors: | Calice, Giovanni ; Chen, Jing ; Williams, Julian |
Published in: |
Journal of Economic Behavior & Organization. - Elsevier, ISSN 0167-2681. - Vol. 85.2013, C, p. 122-143
|
Publisher: |
Elsevier |
Subject: | Credit default swaps | Liquidity | Sovereign bonds | Credit spreads |
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