The role of macroeconomic news in sovereign CDS markets:...

Journal of Financial Stability 2015 / 06 Vol. 18

The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China

Kim, Suk-Joong, Salem, Leith, Wu, Eliza
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Volume:
18
Language:
english
Journal:
Journal of Financial Stability
DOI:
10.1016/j.jfs.2015.04.008
Date:
June, 2015
File:
PDF, 1.57 MB
english, 2015
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