Work

Dealing with Dealers: Sovereign CDS Comovements

Year: 2017

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2018.03.004

Authors: Miguel Antón, Sergio Mayordomo, María Rodríguez‐Moreno

Institutions: IESE Business School, Bank of Spain

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: European Commission

Award: EXPLOITING MACRO-ACCOUNTING INFORMATION FOR ASSET PRICING, SYSTEMIC RISK AND MONETARY POLICY ANALYSIS

OpenAlex ID: W2974635807

FWCI: 19.88

Cites: 114

Cited by: 58

Related to: 10