Measuring Sovereign Contagion in Europe

Measuring Sovereign Contagion in Europe
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Total Pages:
Release: 2013
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Measuring Sovereign Contagion in Europe
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Measuring Sovereign Contagion in Europe
Language: en
Pages: 0
Authors: Massimiliano Caporin
Categories: Default (Finance)
Type: BOOK - Published: 2012 - Publisher:

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This paper analyzes the sovereign risk contagion using credit default swaps (CDS) and bond premiums for the major eurozone countries. By emphasizing several eco
Measuring Sovereign Contagion in Europe
Language: en
Pages: 57
Authors: Massimiliano Caporin
Categories: Default (Finance)
Type: BOOK - Published: 2012 - Publisher:

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This paper analyzes the sovereign risk contagion using credit default swaps (CDS) and bond premiums for the major eurozone countries. By emphasizing several eco
Measuring Contagion in the European Sovereign Bond Market
Language: en
Pages:
Authors: Charles Mathias
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe
Language: en
Pages:
Authors: Peter Claeys
Categories:
Type: BOOK - Published: 2014 - Publisher:

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