Liquidity spillovers in sovereign bond and CDS markets: an analysis of the Eurozone sovereign debt crisis
At the end of 2009, countries in the Eurozone (euro area) began to experience a sudden divergence of bond yields as the market perception of sovereign default risk increased. The theory of complete markets suggests that sovereign debt and credit default swap (CDS) credit spreads should track each ot...
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| Main Authors: | , , |
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| Format: | Default Article |
| Published: |
2013
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| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/24212 |
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