What do sovereign spreads say about expected defaults and devaluations? : an application to the European sovereign debt crisis
Year of publication: |
2014
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Authors: | Durham, J. Benson |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 40.2014, 2, p. 86-93
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Subject: | Schuldenkrise | Debt crisis | Öffentliche Schulden | Public debt | EU-Staaten | EU countries | Staatsbankrott | Sovereign default | Zinsstruktur | Yield curve | Eurozone | Euro area | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk | Theorie | Theory | Abwertung | Currency devaluation |
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