| 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. |
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@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 - JOUR
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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