Regime-dependent determinants of Euro area sovereign CDS spreads
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DOI: 10.1016/j.jfs.2015.11.004
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More about this item
Keywords
Regime switching; Endogeneity; European debt crisis; Sovereign credit default swap spread;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
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