What determines bank CDS spreads? Evidence from European and US banks
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DOI: 10.1016/j.frl.2016.12.035
Abstract: We examine the determinants of CDS spreads for a sample of European and US banks. The key balance sheet determinants are leverage, asset quality, funding stability, and bank size, and the key market determinants are… read more here.
Keywords: cds spreads; determines bank; spreads evidence; bank cds ... See more keywords