Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data
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More about this item
Keywords
Sovereign crises; Real-time data;JEL classification:
- 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-BAN-2019-06-24 (Banking)
- NEP-EEC-2019-06-24 (European Economics)
- NEP-OPM-2019-06-24 (Open Economy Macroeconomics)
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