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Impact of the ban on uncovered sCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and developing European markets
Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 77-99
The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....
Persistent link: https://www.econbiz.de/10011869394
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Impact of the ban on uncovered SCDS trade on the interdependencies between the CDS market and other sectors of financial markets : the case of safe and developed versus risky and developing European markets
Kliber, Agata - In: Comparative economic research : Central and Eastern Europe 19 (2016) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10011598086
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The sovereign credit default swap market : is there anything to be afraid of? : a comparison of selected Central and Western European economies
Kliber, Agata - In: Argumenta oeconomica 43 (2019) 2, pp. 137-167
Persistent link: https://www.econbiz.de/10012284881
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Influence of the Greek Crisis on the Risk Perception of European Economies
Kliber, Agata - In: Central European Journal of Economic Modelling and … 5 (2013) 2, pp. 125-161
In the article the author analyses the impact of the Financial Crisis, especially the Greek fiscal one, on the sCDS prices in Europe. The aim of the article is to assess the ability of the sCDS premia to price the risk of countries before and during the Greek crisis. The author analyses sCDS...
Persistent link: https://www.econbiz.de/10010875628
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Impact of the ban on uncovered sCDS trade on the interdependencies between the CDS market and other sectors of financial markets: The case of safe and developed versus risky and developing European markets
Kliber, Agata - In: Comparative Economic Research. Central and Eastern Europe 19 (2016) 1, pp. 77-99
The aim of the article is to verify the impact of the ban on uncovered sCDS trade in Europe on the interdependencies between the sCDS market and other sectors of financial markets. We analyse two European markets: the safe and developed Swedish market, and the risky and developing Hungarian one....
Persistent link: https://www.econbiz.de/10011922400