Estimating the probability of multiple EU sovereign defaults using CDS and bond data (Q4682994)
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scientific article; zbMATH DE number 6939206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the probability of multiple EU sovereign defaults using CDS and bond data |
scientific article; zbMATH DE number 6939206 |
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Estimating the probability of multiple EU sovereign defaults using CDS and bond data (English)
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19 September 2018
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joint default probability
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EU sovereign risk
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early warning signals
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counterparty risk
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credit default swaps
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