Safe Haven CDS Premiums
Author:
Affiliation:
1. BI Norwegian Business School
2. Copenhagen Business School, CEPR
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/5/1856/24597746/hhy021.pdf
Reference45 articles.
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2. Funding value adjustments.;Andersen,,2017
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4. Dealing with dealers: Sovereign CDS comovements in Europe.;Antón,;Working Paper,2015
5. Why do investors buy sovereign default insurance.;Augustin,,2016
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