Factor decomposition of the Eurozone sovereign CDS spreads

Journal of International Money and Finance, Volume 65, July 2016, pp1-23.

Author(s):

Rosella Giacometti

Naoshi Tsuchida

Journal of International Money and Finance, Volume 65, July 2016, pp1-23.

Type: Academic publication
Date: le 01/07/2016
Research Cluster : Finance
Source : Journal of International Money and Finance

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