Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Alternative title: | Diferenciales de bonos soberanos y primas de CDS en la zona euro: un análisis de causalidad |
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Year of publication: |
2020
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Authors: | Téllez, Cecilia ; Martín García, Margarita ; Ramón Jerónimo, María Ángeles ; Martín Marín, José Luis |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 30.2020, p. 58-78
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Subject: | sovereign risk | credit risk | CDS | causality | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Öffentliche Anleihe | Public bond | Eurozone | Euro area | Risikoprämie | Risk premium | Kausalanalyse | Causality analysis | Länderrisiko | Country risk | Zinsstruktur | Yield curve | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Welt | World |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.3872 [DOI] hdl:10419/286205 [Handle] |
Classification: | G15 - International Financial Markets ; H63 - Debt; Debt Management |
Source: | ECONIS - Online Catalogue of the ZBW |
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