What Explains The Surge In Euro Area Sovereign Spreads During The Financial Crisis Of 2007 09
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What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?
Author | : Maria-Grazia Attinasi |
Publisher | : |
Total Pages | : |
Release | : 2009 |
Genre | : |
ISBN | : |
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By analysing data from January 2007 to December 2012 in a panel GLS error correction framework we find that European countries’ sovereign CDS spreads are larg
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