Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?
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- Anne-Laure Delatte & Mathieu Gex & Antonia Lopez Villavicencio, 2012. "Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis?," Post-Print hal-01410599, HAL.
- Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011. "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print hal-00658200, HAL.
- Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2011. "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print hal-00714071, HAL.
- Anne-Laure Delatte & Mathieu Gex & Antonia Lòpez-Villavicencio, 2012. "Has the CDS Market influenced the borrowing cost of European countries during the sovereign crisis?," Post-Print hal-00739732, HAL.
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More about this item
KeywordsC33; G01; G15; Sovereign credit default swaps; European sovereign crisis; Nonlinearity; Cointegration; Price discovery process;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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