The role of country-specific fundamentals in sovereign CDS spreads : Eastern European experiences
Year of publication: |
June 2016
|
---|---|
Authors: | Kocsis, Zalan ; Monostori, Zoltán |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 27.2016, p. 140-168
|
Subject: | Sovereign CDS spreads | Country-specific fundamentals | Dynamic hierarchical factor model | Eastern Europe | Kreditderivat | Credit derivative | Osteuropa | Zinsstruktur | Yield curve | Länderrisiko | Country risk | Eurozone | Euro area |
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