The dynamics of sovereign credit default swap and bond markets: empirical evidence from the 2001 to 2007 period-Reference-Cited by-同舟云学术

The dynamics of sovereign credit default swap and bond markets: empirical evidence from the 2001 to 2007 period

Published:2012-02 Issue:3 Volume:19 Page:251-259
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Aktug Rahmi Erdem,Vasconcellos Geraldo,Bae Youngsoo

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504851.2011.572839

Reference19 articles.

1. The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads

2. Ammer, J. and Cai, F. Sovereign CDS and bond pricing dynamics in emerging markets: Does the cheapest-to-deliver option matter? International Finance Discussion Papers No. 912. Washington, DC. Board of Governors of the Federal Reserve System.

3. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps

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