The information content of Hungarian sovereign CDS spreads
Year of publication: |
2009
|
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Authors: | Varga, Lóránt |
Publisher: |
Budapest : Magyar Nemzeti Bank |
Subject: | Kreditderivat | Öffentliche Anleihe | Internationale Anleihe | Länderrisiko | Ungarn | credit derivatives markets | credit default swap | sovereign foreign currency bond markets | sovereign credit risk | credit rating | price discovery |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 671536990 [GVK] hdl:10419/83557 [Handle] |
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)
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Hungarian sovereign credit risk premium in international comparison during the financial crisis
Varga, Lóránt, (2009)
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The information content of Hungarian sovereign CDS spreads
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