The Determinants of CDS Spreads: The Case of Banks
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-54891-3_7
Reference52 articles.
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3. Amato, J.D., and E.M. Remolona. 2003. The credit spread puzzle. BIS Quarterly Review, December, 51–63.
4. Ammer, J., and F. Cai. 2011. Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter? Journal of International Financial Markets, Institutions and Money 21 (3): 369–387.
5. Annaert, J., M. De Ceuster, P. Van Roy, and C. Vespro. 2013. What determines Euro area bank CDS spreads? Journal of International Money and Finance 32: 444–461.
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