How Sovereign is Sovereign Credit Risk?
收藏NBER2007-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w13658
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资源简介：
We study the nature of sovereign credit risk using an extensive sample of CDS spreads for 26 developed and emerging-market countries. Sovereign credit spreads are surprisingly highly correlated, with just three principal components accounting for more than 50 percent of their variation. Sovereign
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美国国家经济研究局创建时间：
2007-12-01
