Unveiling Sovereign Effects in European Banks CDS Spreads Variations
Year of publication: |
2014-08-18
|
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Authors: | Peters, Marc ; Pirotte, Hugues |
Institutions: | Centre Emile Bernheim, Solvay Brussels School of Economics and Management |
Subject: | Credit default swaps | CDS spreads | structural model | distance to default | banking debt | sovereign debt |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published by: The text is part of a series Working Papers CEB Number 14-018 43 pages long |
Classification: | G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: |
-
Unveiling sovereign effects in European banks CDS spreads variations
Peters, Marc, (2014)
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States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
Egger, Peter H.,
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States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
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