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Published in 2019 at "Financial Management"
DOI: 10.1111/fima.12223
Abstract: Using data for 54 countries over a 12‐year period, we find that the variation in average sovereign ratings in a given year can be explained by average credit default swap (CDS) spreads over the previous…
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Keywords:
cds spreads;
measuring sovereign;
sovereign;
risk cds ... See more keywords