WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA?

D 2015

WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA?

KAJUROVÁ, Veronika

Základní údaje

Originální název

WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA?

Autoři

KAJUROVÁ, Veronika

Vydání

KARVINA, PROCEEDINGS OF 12TH INTERNATIONAL SCIENTIFIC CONFERENCE: ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES, PTS I AND II, od s. 341-349, 9 s. 2015

Nakladatel

SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA

Další údaje

Jazyk

angličtina

Typ výsledku

Stať ve sborníku

Obor

50200 5.2 Economics and Business

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Forma vydání

tištěná verze "print"

Označené pro přenos do RIV

Ano

Kód RIV

RIV/00216224:14560/15:00085860

Organizační jednotka

Ekonomicko-správní fakulta

ISBN

978-80-7510-114-3

UT WoS

000366004300036

Klíčová slova anglicky

Sovereign Credit Default Swap; Determinant; Euro Area; Panel Data Estimation

Příznaky

Mezinárodní význam, Recenzováno

Změněno: 12. 1. 2016 14:29, Ing. Veronika Kajurová, Ph.D.

Anotace

V originále

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.

Návaznosti

MUNI/A/0786/2013, interní kód MU

Název: Analýza a predikce vývoje cen finančních a investičních nástrojů

Investor: Masarykova univerzita, Analýza a predikce vývoje cen finančních a investičních nástrojů, DO R. 2020_Kategorie A - Specifický výzkum - Studentské výzkumné projekty

Citovat

KAJUROVÁ, Veronika. WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA? In Tvrdon, M, Majerova, I. PROCEEDINGS OF 12TH INTERNATIONAL SCIENTIFIC CONFERENCE: ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES, PTS I AND II. KARVINA: SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, 2015, s. 341-349. ISBN 978-80-7510-114-3.

@inproceedings{1323977,
   author = {Kajurová, Veronika},
   address = {KARVINA},
   booktitle = {PROCEEDINGS OF 12TH INTERNATIONAL SCIENTIFIC CONFERENCE: ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES, PTS I AND II},
   editor = {Tvrdon, M, Majerova, I},
   keywords = {Sovereign Credit Default Swap; Determinant; Euro Area; Panel Data Estimation},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {KARVINA},
   isbn = {978-80-7510-114-3},
   pages = {341-349},
   publisher = {SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA},
   title = {WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA?},
   year = {2015}
}

TY  - CONF
ID  - 1323977
AU  - Kajurová, Veronika
PY  - 2015
TI  - WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA?
PB  - SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA
CY  - KARVINA
SN  - 9788075101143
KW  - Sovereign Credit Default Swap
KW  - Determinant
KW  - Euro Area
KW  - Panel Data Estimation
N2  - 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.
ER  -

KAJUROVÁ, Veronika. WHAT DETERMINED SOVEREIGN CDS SPREADS IN THE EURO AREA? In Tvrdon, M, Majerova, I. \textit{PROCEEDINGS OF 12TH INTERNATIONAL SCIENTIFIC CONFERENCE: ECONOMIC POLICY IN THE EUROPEAN UNION MEMBER COUNTRIES, PTS I AND II}. KARVINA: SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, 2015, s.~341-349. ISBN~978-80-7510-114-3.

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