Determinants of Euro-Area Bank CDS Spreads (Q5139482)

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scientific article; zbMATH DE number 7283272
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English
Determinants of Euro-Area Bank CDS Spreads
scientific article; zbMATH DE number 7283272

    Statements

    Determinants of Euro-Area Bank CDS Spreads (English)
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    9 December 2020
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    credit default swaps
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    bank credit risk
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    panel vector auto-regressions
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