Sovereign CDS and bond credit spread dynamics in the Euro zone : evidence of an asymmetric price transmission in sovereign debt markets
Year of publication: |
2014
|
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Authors: | Silva, Paulo Pereira da |
Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2014, 4, p. 293-321
|
Subject: | Eurozone | Euro area | Kreditderivat | Credit derivative | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Öffentliche Schulden | Public debt | Rentenmarkt | Bond market | Länderrisiko | Country risk | EU-Staaten | EU countries | Kreditrisiko | Credit risk |
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