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Market frictions and the pricing of sovereign credit default swaps
Rubia, Antonio
;
Sanchis-Marco, Lidia
;
Serrano, Pedro
- In:
Journal of international money and finance
60
(
2016
),
pp. 223-252
Persistent link: https://www.econbiz.de/10011660873
Saved in:
2
Sovereign tail risk
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of international money and finance
79
(
2017
),
pp. 174-188
Persistent link: https://www.econbiz.de/10011788359
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