What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk-Reference-Cited by-同舟云学术

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What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk

Published:2013-04 Issue: Volume:34 Page:37-59
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Aizenman Joshua,Hutchison Michael,Jinjarak Yothin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. Aizenman, Joshua, Jinjarak, Yothin, November 2010. De Facto Fiscal Space and Fiscal Stimulus. NBER No. 16539.

2. Reserve uncertainty and the supply of international credit;Aizenman;Journal of Money, Credit and Banking,2002

3. Risk aversion and risk premia in the CDS market;Amato;BIS Quarterly Review,2005

4. Sovereign CDS and Bond Pricing Dynamics in Emerging Markets;Ammer,2007

5. OTC derivatives statistics;Bank for International Settlements;BIS Quarterly Review,2010

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