Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis : the case of the Czech Republic, Hungary and Poland
Year of publication: |
2019
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Authors: | Będowska-Sójka, Barbara ; Kliber, Agata |
Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 11.2019, 3, p. 153-173
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Subject: | sovereign credit default swaps | bond yields | Central and Eastern Europe | risk transmission | Ungarn | Hungary | Polen | Poland | Tschechien | Czech Republic | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk |
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