Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis : the case of the Czech Republic, Hungary and Poland
Barbara Będowska-Sójka and Agata Kliber
| Year of publication: |
2019
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|---|---|
| Authors: | Będowska-Sójka, Barbara ; Kliber, Agata |
| Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 11.2019, 3, p. 153-173
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| Subject: | sovereign credit default swaps | bond yields | Central and Eastern Europe | risk transmission | Öffentliche Anleihe | Public bond | Kreditderivat | Credit derivative | Tschechien | Czech Republic | Polen | Poland | Finanzkrise | Financial crisis | Ungarn | Hungary | Risiko | Risk | Kreditrisiko | Credit risk | Osteuropa | Eastern Europe | Zinsstruktur | Yield curve | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24425/cejeme.2019.130676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294594