Hungarian sovereign credit risk premium in international comparison during the financial crisis
Year of publication: |
2009
|
---|---|
Authors: | Varga, Lóránt |
Published in: |
MNB Bulletin. - Magyar Nemzeti Bank (MNB). - Vol. 4.2009, 2, p. 43-52
|
Publisher: |
Magyar Nemzeti Bank (MNB) |
Subject: | credit derivatives markets | credit default swap | sovereign foreign currency bond markets | sovereign credit risk | credit rating | price discovery |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | F34 - International Lending and Debt Problems ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
-
The information content of Hungarian sovereign CDS spreads
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The information content of Hungarian sovereign CDS spreads
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