Sovereign credit default swap and bond markets' dynamics : evidence from the European debt crisis
Ioannis A. Tampakoudis, Demetres N. Subeniotis, Ioannis G. Kroustalis
| Year of publication: |
2018
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|---|---|
| Authors: | Tampakoudis, Ioannis A. ; Subeniotis, Demetres N. ; Kroustalis, Ioannis G. |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 11.2018, 2, p. 110-125
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| Subject: | credit risk | CDS | sovereign bonds | debt crisis | cointegration | price discovery | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Kreditrisiko | Credit risk | Rentenmarkt | Bond market | Schuldenkrise | Debt crisis | Eurozone | Euro area | Öffentliche Schulden | Public debt | Länderrisiko | Country risk | EU-Staaten | EU countries | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011903883