The information content of Hungarian sovereign CDS spreads
Year of publication: |
2009
|
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Authors: | Varga, Lóránt |
Institutions: | Magyar Nemzeti Bank (MNB) |
Subject: | credit derivatives markets | credit default swap | sovereign foreign currency bond markets | sovereign credit risk | credit rating | price discovery |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2009/78 30 pages |
Classification: | F34 - International Lending and Debt Problems ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
-
The information content of Hungarian sovereign CDS spreads
Varga, Lóránt, (2009)
-
Hungarian sovereign credit risk premium in international comparison during the financial crisis
Varga, Lóránt, (2009)
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Tampakoudis, Ioannis A., (2019)
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The forint interest rate swap market and the main drivers of swap spreads
Csávás, Csaba, (2008)
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The forint interest rate swap market and the main drivers of swap spreads
Csávás, Csaba, (2008)
-
The information content of Hungarian sovereign CDS spreads
Varga, Lóránt, (2009)
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