The chicken or the egg? A note on the dynamic interrelation between government bond spreads and credit default swaps

Finance Research Letters

Volumn 8, Issue 3, 2011, Pages 163-170

  Delis, Manthos D ^a   Mylonidis, Nikolaos ^a  

^a UNIVERSITY OF IOANNINA   (Greece)

Author keywords

Credit default swaps; Government bonds; Rolling Granger causality tests

Indexed keywords

EID: 80052425619     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2010.09.005     Document Type: Article

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