Komarkova, Zlatuse; Lesanovska, Jitka; Komarek, Lubos - In: Czech Journal of Economics and Finance (Finance a uver) 63 (2013) 1, pp. 5-24
In this article we discuss the credit default swap (CDS) as an indicator for measuring sovereign credit risk and the relationship between the sovereign CDS market and government bond market. We analyze the links between the sovereign CDS and sovereign yield spread and try to determine which of...