The determinants of bank CDS spreads : evidence from the financial crisis
Year of publication: |
2013
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Authors: | Chiaramonte, Laura ; Casu, Barbara |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 9/10, p. 861-887
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Subject: | credit default swaps (CDS) spreads | financial crisis | bank risk | balance sheet ratios | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Finanzdienstleistung | Financial services | Bankrisiko | Bank risk | Zinsstruktur | Yield curve | Welt | World |
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