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CDS and government bond spreads - how informative are they for financial stability analysis?

In: Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010

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  • Irina Mihai
  • Florian Neagu

Abstract

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Suggested Citation

  • Irina Mihai & Florian Neagu, 2011. "CDS and government bond spreads - how informative are they for financial stability analysis?," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 415-429 Bank for International Settlements.
  • Handle: RePEc:bis:bisifc:34-29
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    Cited by:

    1. Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
    2. Vilimir Yordanov, 2012. "The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View," William Davidson Institute Working Papers Series wp1032, William Davidson Institute at the University of Michigan.

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