The information content of Hungarian sovereign CDS spreads
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More about this item
Keywordscredit derivatives markets; credit default swap; sovereign foreign currency bond markets; sovereign credit risk; credit rating; price discovery.;
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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