Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Georgios Bampinas, Theodore Panagiotidis, Panagiotis N. Politsidis
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Bampinas, Georgios ; Panagiōtidēs, Theodōros ; Politsidis, Panagiotis N. |
| Publisher: |
[Waterloo, Ontario] : Rimini Centre for Economic Analysis |
| Subject: | sovereign bond market | sovereign CDS market | nonlinear dependence | contagion | local Gaussian correlation | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Ansteckungseffekt | Contagion effect | Eurozone | Euro area | Rentenmarkt | Bond market | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis | Länderrisiko | Country risk | Welt | World | Korrelation | Correlation | Risikoprämie | Risk premium | EU-Staaten | EU countries |
freely available
| Extent: | 1 Online-Ressource (circa 64 Seiten) Illustrationen |
|---|---|
| Series: | Working papers. - [Waterloo, Ontario] : [the Rimini Centre for Economic Analysis], ZDB-ID 3013047-5. - Vol. wp 23, 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305835