Work

Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2398818

Authors: Frigyes Heinz, Yan Sun

Institution: International Monetary Fund

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2048802439

Cites: 8

Cited by: 26

Related to: 10