Kliber, Agata - In: Czech Journal of Economics and Finance (Finance a uver) 64 (2014) 4, pp. 330-350
In this paper, we analyze the dynamics of selected sovereign Central European credit default swap (hereinafter referred to as “sovereign CDS” or “sCDS”) prices and investigate regional and European interdependencies among the economies under examination during the period 2008–2011. We...