Market perception of sovereign credit risk in the euro area during the financial crisis
Year of publication: |
2014
|
---|---|
Authors: | Camba-Méndez, Gonzalo ; Serwa, Dobromil |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | CDS spreads | euro area | loss given default. ECB | probability of default | sovereign credit risk |
Series: | ECB Working Paper ; 1710 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-1118-4 |
Other identifiers: | 812703464 [GVK] hdl:10419/154143 [Handle] RePEc:ecb:ecbwps:20141710 [RePEc] |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo, (2014)
-
Pricing sovereign credit risk of an emerging market
Serwa, Dobromił, (2014)
-
Pricing sovereign credit risk of an emerging market
Camba-Méndez, Gonzalo, (2016)
- More ...
-
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo, (2014)
-
Pricing sovereign credit risk of an emerging market
Camba-Méndez, Gonzalo, (2016)
-
Larger crises cost more: Impact of banking sector instability on output growth
Serwa, Dobromil, (2010)
- More ...