Market perception of sovereign credit risk in the euro area during the financial crisis
Year of publication: |
July 2016
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Authors: | Camba-Méndez, Gonzalo ; Serwa, Dobromił |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 168-189
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Subject: | Sovereign credit risk | CDS spreads | Euro area | Probability of default | Loss given default | Kreditrisiko | Credit risk | Eurozone | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | Risikoprämie | Risk premium |
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