Sovereign bond spreads and credit default swap premia: Cointegration and causality

  1. García, M.M.
  2. Valle, C.T.
  3. Marín, J.L.M.
Journal:
Investment Management and Financial Innovations

ISSN: 1812-9358,  1810-4967

Year of publication: 2014

Volume: 11

Issue: 2

Pages: 47-59

Type: Article

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Data source: Scopus