Systemic sovereign risk and asset prices : evidence from the CDS market, stressed European economies and nonlinear causality tests
Year of publication: |
2015
|
---|---|
Authors: | Apergēs, Nikolaos ; Ajmi, Ahdi Noomen |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 2, p. 127-143
|
Subject: | CDS prices | asset prices | economies in sovereign debt crisis | Kreditderivat | Credit derivative | Börsenkurs | Share price | Länderrisiko | Country risk | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt | Welt | World | CAPM | Öffentliche Anleihe | Public bond | Kausalanalyse | Causality analysis | Schuldenkrise | Debt crisis | Schwellenländer | Emerging economies |
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