Sovereign bond spreads and credit default swap premia: cointegration and causality

Published June 17, 2014
Author(s)
Margarita Martín García , Cecilia Téllez Valle , José Luis Martín Marín
Article Info
Volume 11 2014, Issue #2
TO CITE

456 Views
183 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept