Sovereign default risk, overconfident investors and diverse beliefs : theory and evidence from a new dataset on outstanding credit default swaps
Year of publication: |
2013
|
---|---|
Authors: | Janus, Thorsten ; Jinjarak, Yothin ; Manachaya Uruyos |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 9.2013, 3, p. 330-336
|
Subject: | Public debt | Fiscal capacity | Sovereign default | Market expectation | Öffentliche Schulden | Kreditderivat | Credit derivative | Staatsbankrott | Theorie | Theory | Länderrisiko | Country risk | Welt | World | Schätzung | Estimation |
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