Showing 1 - 10 of 13,371
Persistent link: https://www.econbiz.de/10012213856
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...
Persistent link: https://www.econbiz.de/10010373349
Persistent link: https://www.econbiz.de/10011487560
Persistent link: https://www.econbiz.de/10011507952
Persistent link: https://www.econbiz.de/10012816875
Persistent link: https://www.econbiz.de/10012816939
Persistent link: https://www.econbiz.de/10012625981
Persistent link: https://www.econbiz.de/10012607214
Persistent link: https://www.econbiz.de/10013287842
Persistent link: https://www.econbiz.de/10012807897