Katalog GES



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

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 largely driven by global investor sentiment, macroeconomic fundamentals and liquidity conditions in the CDS market. But the relative importance... Full description

1st Person: Heinz, Frigyes F.
Additional Persons: Sun, Yan
Type of Publication: Book
Published: Washington, D.C. International Monetary Fund 2014, 2014
Series: IMF Working Papers; Working Paper
Keywords: Ireland
Hungary
Slovenia
Romania
Debt Threshold
Current Account
Asset Pricing
CDS Spreads
Cesee Countries
Current Account Balance
Online: Volltext
  Search for full text

Online

Volltext

Similar Items

Cannot find similar records

Library Services

Search Options

Quick links

Orientation