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China sovereign credit default swaps
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Determinants of levels and changes
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Lead–lag relationship
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Eyssell, Thomas
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Fung, Hung-Gay
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Zhang, Gaiyan
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China Economic Review
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Determinants and price discovery of China sovereign credit default swaps
Eyssell, Thomas
;
Fung, Hung-Gay
;
Zhang, Gaiyan
- In:
China Economic Review
24
(
2013
)
C
,
pp. 1-15
We study the
determinants
of
levels
and
changes
of sovereign credit default swap (CDS) spreads in China from January …
Persistent link: https://www.econbiz.de/10010608687
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