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. - ISSN 1886-516X. - Vol. 30.2020, p. 58-78
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Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | sovereign risk | credit risk | CDS | causality |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.3872 [DOI] 1750197804 [GVK] hdl:10419/286205 [Handle] |
Classification: | G15 - International Financial Markets ; H63 - Debt; Debt Management |
Source: |
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Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Téllez, Cecilia, (2020)
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Tampakoudis, Ioannis A., (2019)
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Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
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