The impact of distressed economies on the EU sovereign market

Journal of Banking and Finance

Volumn 37, Issue 7, 2013, Pages 2520-2532

  Groba, Jonatan ^a   Lafuente, Juan A ^b   Serrano, Pedro ^a  

^a DEPARTMENT OF BUSINESS ADMINISTRATION   (Spain)

^b UNIVERSITAT JAUME I   (Spain)

Author keywords

Default risk premium; Sovereign CDS; Volatility transmission

Indexed keywords

EID: 84877593714     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2013.02.003     Document Type: Article

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