Short-Term Determinants of the Idiosyncratic Sovereign Risk Premium : A Regime-Dependent Analysis for European Credit Default Swaps
Year of publication: |
2014
|
---|---|
Authors: | Calice, Giovanni |
Other Persons: | Miao, Rong Hui (contributor) ; Sterba, Filip (contributor) ; Vasicek, Borek (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Länderrisiko | Country risk | EU-Staaten | EU countries | Kreditderivat | Credit derivative | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (58 p) |
---|---|
Series: | ECB Working Paper ; No. 1717 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 5, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2476387 [DOI] |
Classification: | G01 - Financial Crises ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: | ECONIS - Online Catalogue of the ZBW |
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