An Analysis of Credit Default Swap Spread and Bond Spread: Evidence from the European Debt Crisis
碩士 === 長庚大學 === 工商管理學系 === 101 === This study examines the relative pricing of euro area sovereign CDS and the government bonds. The sample comprises monthly CDS and bond spreads of twelve euro area countries for the period from July 2008 to February 2012. First, we evaluate the lead-lag relationshi...
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| Format: | Others |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58190809387330968222 |