Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

by: Heinz, Frigyes F; Sun, Yan

Publisher: Inteational Monetary Fund ( 2014-01-28 )

ISBN-13: 9781484393017

e-ISBN-13: 9781484393628

ISBN-10: 1484393015

Language: English