CDS Spreads in European Periphery; Some Technical Issues to Consider
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- Tola, Albi & Wälti, Sébastien, 2015.
"Deciphering financial contagion in the euro area during the crisis,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 55(C), pages 108-123.
- Tola, Albi & Wälti, Sébastien, 2012. "Deciphering financial contagion in the euro area during the crisis," MPRA Paper 49251, University Library of Munich, Germany.
- International Monetary Fund, 2012. "Euro Area Policies; 2012 Article IV Consultation: Selected Issues Paper," IMF Staff Country Reports 12/182, International Monetary Fund.
- repec:eee:jimfin:v:79:y:2017:i:c:p:174-188 is not listed on IDEAS
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KeywordsCheapest-to-deliver bonds; CDS spreads; peripheral Europe; stochastic recovery rate; probability of default; collateral use in OTC derivatives; price of risk; otc; bonds; derivative; bond; derivatives market; Financial Institutions and Services: Government Policy and Regulation;
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