KAJUROVÁ, Veronika. What Determined Sovereign CDS Spreads in the Euro Area? In Conference Proceedings of the 12th International Scientific Conference "Economic Policy in the European Union Member Countries". Karviná: Silesian University, School of Business Administration, 2014. p. 401-408. ISBN 978-80-7510-045-0.
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Basic information
Original name What Determined Sovereign CDS Spreads in the Euro Area?
Authors KAJUROVÁ, Veronika (203 Czech Republic, guarantor, belonging to the institution).
Edition Karviná, Conference Proceedings of the 12th International Scientific Conference "Economic Policy in the European Union Member Countries" p. 401-408, 8 pp. 2014.
Publisher Silesian University, School of Business Administration
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form storage medium (CD, DVD, flash disk)
RIV identification code RIV/00216224:14560/14:00077214
Organization unit Faculty of Economics and Administration
ISBN 978-80-7510-045-0
Keywords in English sovereign credit default swap; determinant; euro area; panel data estimation
Tags International impact, Reviewed
Changed by Changed by: Ing. Veronika Kajurová, Ph.D., učo 390048. Changed: 13. 3. 2015 14:48.
Abstract
Sovereign credit default swap spreads are considered as a leading indicator of the future development of creditworthiness, which can point out the potential situation in the economy. Thus the investors, governments or policy makers should pay the attention to the factors that can affect sovereign credit default swap spreads. The aim of this paper is to evaluate a role of selected determinants on sovereign credit default swap spread changes over the period 2004-2012 in the euro area member countries. Panel data estimation is conducted in the pre-crisis and crisis in order to capture the changing role of selected determinants. The findings could be beneficial for the participants in the financial markets, as well as for the policy makers both at national and international level.
Links
MUNI/A/0786/2013, interní kód MUName: Analýza a predikce vývoje cen finančních a investičních nástrojů
Investor: Masaryk University, Category A
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