What determines bank CDS spreads? : evidence from European and US banks
Year of publication: |
August 2017
|
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Authors: | Drago, Danilo ; Di Tommaso, Caterina ; Thornton, John |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 22.2017, p. 140-145
|
Subject: | Credit default swaps | Bank credit risk | Balance sheet variables | Market variables | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Kreditgeschäft | Bank lending | Bank |
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