The possible breakup of the Euro zone : examining the differences between credit default swap fees nominated in Euro and US-dollar during the Euro-area crisis
Year of publication: |
2015
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Authors: | Doluca, Hasan |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 20.2015, 3 (30.11.), p. 341-369
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Subject: | GARCH | euro-breakup | euro-collapse | CDS | euro-crisis | Kreditderivat | Credit derivative | Euro | Eurozone | Euro area | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Währungskrise | Currency crisis | ARCH-Modell | ARCH model | Schuldenkrise | Debt crisis |
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