Short-term determinants of the idiosyncratic sovereign risk premium: A regime-dependent analysis for European credit default swaps
Calice, Giovanni, Mio, RongHui, Štěrba, Filip, Vašíček, BořekLanguage:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2015.03.018
Date:
April, 2015
File:
PDF, 1.23 MB
english, 2015