Sovereign Debt and Credit Default Swaps
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DOI: 10.21144/wp23-05
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- Chaumont, Gaston & Gordon, Grey & Sultanum, Bruno & Tobin, Elliot, 2024. "Sovereign debt and credit default swaps," Journal of International Economics, Elsevier, vol. 150(C).
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More about this item
Keywords
sovereign debt; CDS; Directed search; Over-the-counter;All these keywords.
JEL classification:
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2023-09-11 (Dynamic General Equilibrium)
- NEP-OPM-2023-09-11 (Open Economy Macroeconomics)
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