Do Macro-economic Fundamentals Price Sovereign CDS Spreads of Emerging Economies?
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- Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- repec:cii:cepiei:2015-q1-141-4 is not listed on IDEAS
- Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014.
"Pricing sovereign credit risk of an emerging market,"
NBP Working Papers
189, Narodowy Bank Polski, Economic Research Department.
- Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016. "Pricing sovereign credit risk of an emerging market," Working Paper Series 1924, European Central Bank.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Enrique Alberola & Luis Molina & Pedro del Río, 2012. "Boom-bust cycles, imbalances and discipline in Europe," Working Papers 1220, Banco de España;Working Papers Homepage.
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