Intraday Dynamics Of Euro Area Sovereign Cds And Bonds
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Intraday Dynamics of Euro Area Sovereign CDS and Bonds
| Author | : Jacob Gyntelberg |
| Publisher | : |
| Total Pages | : 82 |
| Release | : 2013 |
| Genre | : Bonds |
| ISBN | : |
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We examine the role of the CDS and bond markets during and before the recent euro area sovereign debt crisis as transmission channels for credit risk contagion
