Zobrazeno 1 - 5
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pro vyhledávání: '"Alexopoulou, Ioana"'
Publikováno v:
Eastern European Economics, 2010 Sep 01. 48(5), 5-37.
Externí odkaz:
http://dx.doi.org/10.2753/EEE0012-8775480502
Applied to the European markets, this paper analyzes the price of credit risk on the Credit Default Swap (CDS) and corporate bond markets by comparing the sensitivity of the credit spreads on each market to systematic, idiosyncratic risk factors and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::09e95d485e2e3c12d7929e841fa45510
https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1085.pdf
https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1085.pdf
Applied to the European markets, this paper analyzes the price of credit risk on the Credit Default Swap (CDS) and corporate bond markets by comparing the sensitivity of the credit spreads on each market to systematic, idiosyncratic risk factors and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::4b6a76dd4d947753c1de12da3d344797
https://hdl.handle.net/10419/153519
https://hdl.handle.net/10419/153519
Based on a rich database of government bond spreads and macroeconomic indicators over the period 2001-2008, we propose an empirical assessment of the role of fundamentals in driving long-term sovereign bond spreads of the new EU countries (Bulgaria,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1007794f8bcb38d928a7d37343afd53c
https://hdl.handle.net/10419/153527
https://hdl.handle.net/10419/153527