Work

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis

Year: 2013

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2013.01.006

Authors: Oscar Arce, Sergio Mayordomo, Juan Ignacio Peña

Institutions: Bank of Spain, Universidad de Navarra, Universidad Carlos III de Madrid

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124889478

FWCI: 17.49

Cites: 38

Cited by: 108

Related to: 10