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Euro area government bond yield and liquidity dependence during different monetary policy accommodation phases
Jurkšas, Linas; Carcel, Hector - 2019
Persistent link: https://www.econbiz.de/10012011791
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Credit Spread Risiken : Messung und Integration in Portfoliomodelle
Thuspaß, Thomas - 2014
Persistent link: https://www.econbiz.de/10013432852
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Credit default swaps and the market for sovereign debt
Ismailescu, Iuliana; Phillips, Blake - In: Journal of banking & finance 52 (2015), pp. 43-61
Persistent link: https://www.econbiz.de/10011377300
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The risk structural of European sovereign credit default swap before and after in European periphery countries
Tellalbaşı, Işıl - In: International journal of economics and finance 6 (2014) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10010236860
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Sovereign default and bank CDS payments in Europe
Vuillemey, Guillaume - In: Revue d'économie politique 124 (2014) 6, pp. 927-952
Persistent link: https://www.econbiz.de/10011440849
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The impact of CDS trading on the bond market : evidence from Asia
Shim, Ilhyock; Zhu, Haibin - In: Journal of banking & finance 40 (2014), pp. 460-475
Persistent link: https://www.econbiz.de/10010404699
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The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper
Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014
exposure. The ability to do so endows a real option value to budget flexibility. We identify the economic drivers of the … implied asset values and the real option value in a broad sample of industrialized countries. Our theoretical framework and …
Persistent link: https://www.econbiz.de/10010486036
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Sovereign bond spreads and credit default swap premia : cointegration and causality
Martín García, Margarita; Téllez, Cecilia; Martín … - In: Investment management and financial innovations 11 (2014) 2, pp. 47-59
Persistent link: https://www.econbiz.de/10010392834
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Credit Default Swaps and Sovereign Debt Markets
Hassan, M. Kabir - 2011
This study investigates the link between price discovery dynamics in sovereign credit default swaps (CDS) and bond markets and degree of financial integration of emerging markets. Using CDS and sovereign bond spreads, the price discovery mechanism was tested using a vector error correction...
Persistent link: https://www.econbiz.de/10013128851