Sovereign Credit Default Swaps: Market Developments and Factors behind Price Changes
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- León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014.
"Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 415(C), pages 407-420.
- Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," BORRADORES DE ECONOMIA 010749, BANCO DE LA REPÚBLICA.
- Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
- Junnosuke Shino, 2010. "Lender of Last Resort Policy in a Global Game and the Role of Depositors Aggregate Behavior as Signaling," Departmental Working Papers 201007, Rutgers University, Department of Economics.
- Sanae Ohno, 2013. "European Sovereign Risk: The Knock-on Effects of Default Risk across the Public and Financial Sectors," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 139-170, January.
- Gabriele Galati & John Lewis & Steven Poelhekke & Chen Zhou, 2011. "Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?," DNB Working Papers 304, Netherlands Central Bank, Research Department.
- Aldona Juozapaviciene & Agne Montvidaite, 2012. "Peculiarities Of Economics Recovery After Worldwide Economic Crisis In 2008–2009," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 7(2), pages 35-55, June.
- Junnosuke Shino, 2011. "A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling," Bank of Japan Working Paper Series 11-E-7, Bank of Japan.
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