Sovereign credit ratings, the macroeconomy and credit default swap spreads
Year of publication: |
2013
|
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Authors: | Liu, Yang ; Morley, Bruce |
Published in: |
Brussels economic review. - Bruxelles : Ed. du DULBEA, ISSN 0008-0195, ZDB-ID 2107285-1. - Vol. 56.2013, 3/4, p. 335-348
|
Subject: | Sovereign credit default swap spread | macroeconomy | credit rating | risk | Welt | World | Kreditderivat | Credit derivative | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | Risikoprämie | Risk premium |
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