CDS spreads : an empirical analysis of European countries
This thesis investigates how credit default risk as reflected in credit default swap (CDS) spread is transferred in the European countries. The first part observes the default risk transfer between the sovereign debt and the domestic financial institutions of the European countries during the Europe...
| Main Author: | |
|---|---|
| Published: |
Durham University
2015
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.633739 |