Eurozone sovereign contagion: Evidence from the CDS market (2005-2010)

Journal of Economic Behavior and Organization

Volumn 83, Issue 3, 2012, Pages 657-673

  Kalbaska, A ^a   Gatkowski, M ^b  

^a UNIVERSITY OF SIENA   (Italy)

^b UNIVERSITY OF ESSEX   (United Kingdom)

Author keywords

Contagion; Credit default swaps; Eurozone; PIIGS; Sovereign risk

Indexed keywords

EID: 84897505347     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2012.05.010     Document Type: Article

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