What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland
Nicholas Apergis; Emmanuel Mamatzakis
| Year of publication: |
2014
|
|---|---|
| Authors: | Apergēs, Nikolaos ; Mamatzakis, Emmanuel C. |
| Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 7.2014, 1, p. 104-120
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| Subject: | sovereign debt crisis | spreads | credit default swap | CDS | FAVAR model | Greece | Ireland | Griechenland | Irland | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Eurozone | Euro area | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010351548