The Determinants of Global Bank Credit-Default-Swap Spreads
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DOI: 10.1007/s10693-015-0232-z
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- Hasan, Iftekhar & Liu, Liuling & Zhang, Gaiyan, 2014. "The determinants of global bank credit-default-swap spreads," Bank of Finland Research Discussion Papers 33/2014, Bank of Finland.
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More about this item
Keywords
Credit default swaps; Structural models; CAMELS; Global banks; Bank regulation;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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