Measuring co-movements of CDS premia during the Greek debt crisis
Year of publication: |
2011
|
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Authors: | Andenmatten, Sergio ; Brill, Felix |
Publisher: |
Bern : University of Bern, Department of Economics |
Subject: | Kreditderivat | Ansteckungseffekt | Öffentliche Schulden | Staatsbankrott | Griechenland | Länderrisiko | Risikoprämie | Welt | CDS market | Contagion | Greek debt crisis | Sovereign credit |
Series: | Discussion Papers ; 11-04 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 664020429 [GVK] hdl:10419/76743 [Handle] |
Classification: | c58 ; G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio, (2011)
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Sovereign contagion in Europe : evidence from the CDS market
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Measuring Co-Movements of CDS Premia during the Greek Debt Crisis
Andenmatten, Sergio, (2011)
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Measuring co-movements of CDS premia during the Greek debt crisis
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