Sovereign credit default swap premia
Year of publication: |
2014
|
---|---|
Authors: | Augustin, Patrick |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 2, p. 65-102
|
Subject: | Credit default swap spreads | default risk | descriptive statistics | literature review | sovereign debt | term structure | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Welt | World | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Öffentliche Anleihe | Public bond | Insolvenz | Insolvency | Länderrisiko | Country risk | Öffentliche Schulden | Public debt |
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