Variance decomposition of sovereign CDS spreads
Year of publication: |
2011
|
---|---|
Authors: | Kocsis, Zalán ; Nagy, Dénes |
Published in: |
MNB Bulletin. - Magyar Nemzeti Bank (MNB). - Vol. 6.2011, 3, p. 36-50
|
Publisher: |
Magyar Nemzeti Bank (MNB) |
Subject: | credit spreads | factor analysis | procrustes rotation |
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