Do Major Financial Crises Provide Information on Sovereign Risk to the Rest of the World? A Look at Credit Default Swap Markets
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KeywordsCredit Default Swaps; Sovereign Risk; Financial Crises; Event Study;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-16 (All new papers)
- NEP-FIN-2005-04-16 (Finance)
- NEP-SEA-2005-04-16 (South East Asia)
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