Long and short-runs determinants of the sovereign CDS spread in emerging countries
Year of publication: |
January 2016
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Authors: | Ho, Sy Hoa |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 36.2016, p. 579-590
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Subject: | Sovereign Credit Default Swaps spread | Panel cointegration | Pooled Mean Group | Kreditderivat | Credit derivative | Kointegration | Cointegration | Schwellenländer | Emerging economies | Länderrisiko | Country risk | Panel | Panel study | Öffentliche Anleihe | Public bond | Welt | World | Zinsstruktur | Yield curve |
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