Economic and Financial Determinants of Credit Risk Premiums in the Sovereign CDS Market*
Author:
Affiliation:
1. C.T. Bauer College of Business, University of Houston
2. Hankamer School of Business, Baylor University
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Link
http://academic.oup.com/raps/article-pdf/7/1/43/24404690/rax009.pdf
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4. Systemic sovereign credit risk: Lessons from the U.S. and Europe.;Ang;Journal of Monetary Economics,2013
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