The behaviour of sovereign CDS and government bond in the Euro zone crisis
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Cited by:
- Michele Anelli & Michele Patanè, 2022. "The Role of CDS Market in the Price Discovery Process of the “PIIGS†Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(1), pages 1-1.
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Keywords
credit default swaps; CDS; government bonds; Eurozone crsis; sovereign debt crisis; market integration; price discovery function.;All these keywords.
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