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
|
---|---|
Authors: | Silva, Paulo Pereira Da |
Published in: |
International Journal of Financial Markets and Derivatives. - Inderscience Enterprises Ltd, ISSN 1756-7130. - Vol. 3.2014, 4, p. 293-321
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | sovereign credit default swaps | SCDS | CDS | sovereign bonds | bond credit spreads | price discovery | credit spread dynamics | Euro zone | asymmetric price transmission | sovereign debt markets | sovereign credit risk markets | error correction mechanisms |
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