Measuring Co-Movements of CDS Premia during the Greek Debt Crisis
Year of publication: |
2011-07
|
---|---|
Authors: | Andenmatten, Sergio ; Brill, Felix |
Institutions: | Department Volkswirtschaftlehre, Universität Bern |
Subject: | CDS market | Contagion | Greek debt crisis | Sovereign credit |
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Did the CDS Market Push up Risk Premia for Sovereign Credit?
Andenmatten, Sergio, (2011)
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Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio, (2011)
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Did the CDS Market Push up Risk Premia for Sovereign Credit?
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