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Sovereign CDS premia during the crisis and their interpretation as a measure of risk

06/05/2011

Sovereign CDS premia during the crisis and their interpretation as a measure of risk

Series: Analytical Articles.

Author: Banco de España

Crisis

  • Government debt
  • Financial risks
  • Quantitative methods

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Sovereign CDS premia during the crisis and their interpretation as a measure of risk (164 KB)
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