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pro vyhledávání: '"sovereign yield differential"'
Since 2008, eurozone sovereign yields have diverged sharply, and so have the corresponding credit default swap (CDS) premia. At the same time, banks' sovereign debt portfolios have featured an increasing home bias. In this paper, we investigate the r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8fafa3c0cc4ea7731a8b5955e7080a7f
http://hdl.handle.net/11588/565615
http://hdl.handle.net/11588/565615
