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