Kalbaska, A.; Gątkowski, M. - In: Journal of Economic Behavior & Organization 83 (2012) 3, pp. 657-673
This paper analyses the dynamics of the credit default swap (CDS) market of PIIGS, France, Germany and the UK for the period of 2005–2010. The study is performed on the basis of the Datastream and DTCC data on CDS spreads and the BIS data on cross-border exposures. The analysis of the data...