Regime-dependent determinants of Euro area sovereign CDS spreads
Hans Blommestein, Sylvester Eijffinger, Zongxin Qian
| Year of publication: |
February 2016
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|---|---|
| Authors: | Blommestein, Hans J. ; Eijffinger, Sylvester C. W. ; Qian, Zongxin |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 22.2016, p. 10-21
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| Subject: | Regime switching | Endogeneity | European debt crisis | Sovereign credit default swap spread | Eurozone | Euro area | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | Zinsstruktur | Yield curve | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2015.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011703771