Sovereign CDS and Bond Pricing Dynamics in the Euro-area
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下载链接：
https://www.nber.org/papers/w17586
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资源简介：
This analysis tests the price discovery relationship between sovereign CDS premia and bond yield spreads on the same reference entity. The theoretical no-arbitrage relationship between the two credit spreads is confronted with daily data from six Euro-area countries over the period 2004-2011. As a
提供机构：
美国国家经济研究局
创建时间：
2011-11-01
