What determines euro area bank CDS spreads ?

Mai 2010
Annaert, J. / De Ceuster, M. / Van Roy, P. / Vespro, C.

Working Paper N° 190

JEL Klassifikation : 
G01
G12
G21
Schlagwörter: 
credit default spreads
credit risk
financial crisis
financial sector
liquidity premia
structural model
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