Quality of government institutions and spreads on sovereign credit default swaps
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DOI: 10.1016/j.jimonfin.2018.05.008
Abstract: We examine how the quality of government institutions affects the likelihood of sovereign default. We find both economically and statistically significant adverse effects of country governance indicators on sovereign credit default swap spreads. The evidence… read more here.
Keywords: government institutions; default; credit default; sovereign credit ... See more keywords