Sovereign Credit Risk Analysis for Selected Asian and European Countries
We analyze the nature of sovereign credit risk for selected Asian and European countries through a set of sovereign CDS data for an eighty-year period that includes the episode of the 2008-2009 financial crisis. Our principal component analysis results suggest that there is strong commonality in so...
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| Language: | en |
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2013
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| Online Access: | http://hdl.handle.net/10012/7532 |
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