Regime-dependent sovereign risk pricing during the Euro crisis

Journal

Review of Finance

Subject

Economics

Publishing details

Review of Finance 2016 Vol 27:1 p 363-385

Authors / Editors

Delatte A-L; Fouquau J; Portes R

Biographies

Portes R

Publication Year

2016

Keywords

European sovereign crisis; Panel smooth transition regression models; CDS indices

Publication Notes

Published online 7th October 2016