Unveiling Sovereign Effects in European Banks CDS Spreads Variations
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More about this item
KeywordsCredit default swaps; CDS spreads; structural model; distance to default; banking debt; sovereign debt;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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