The Management of Greek Sovereign Risk
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References listed on IDEAS
- Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo, 2009.
"The Determinants of Credit Default Swap Premia,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 44(01), pages 109-132, February.
- Ericsson, Jan & Jacobs, Kris & Oviedo-Helfenberger, Rodolfo, 2004. "The Determinants of Credit Default Swap Premia," SIFR Research Report Series 32, Institute for Financial Research.
- Jan Ericsson & Kris Jacobs & Rodolfo A. Oviedo, 2004. "The Determinants of Credit Default Swap Premia," CIRANO Working Papers 2004s-55, CIRANO.
- Oldani, Chiara & Savona, Paolo, 2005. "Derivatives, Fiscal Policy and Financial Stability," MPRA Paper 36199, University Library of Munich, Germany.
More about this item
KeywordsGreek crisis; Credit Default Swap; sovereign risk management;
- G2 - Financial Economics - - Financial Institutions and Services
- H6 - Public Economics - - National Budget, Deficit, and Debt
- H3 - Public Economics - - Fiscal Policies and Behavior of Economic Agents
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-20 (All new papers)
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