The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability
Author:
Affiliation:
1. School of Business and Economics Loughborough University Loughborough UK.
2. Department of Economics and Centre for Finance University of Gothenburg Gothenburg Sweden
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1798
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4. The term structure of CDS spreads and sovereign credit risk
5. Augustin P. Chernov M. &Song D.(2018).Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (NBER Working Paper No.24506).
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