MACROECONOMIC DETERMINANTS OF CDS: THE CASE OF EUROPE
New Knowledge Journal of Science
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Title |
MACROECONOMIC DETERMINANTS OF CDS: THE CASE OF EUROPE
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Creator |
Can, Hamit; Namık Kemal University
Paskaleva, Mariya; South-West University Neofit Rilski |
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Subject |
Credit Default Swaps, Macroeconomic determinants, OLS regression
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Description |
The aim of the this study is to analyze the impact of the macroeconomic sphere on the dynamics of European sovereign swaps in following period 2003-2016 for seven European countries (Bugaria, Romania, Portugal, Italy, Ireland, Greece and Spain). Eurozone membership is a variable that has a significant impact on the spreads of debt swaps.
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Publisher |
University of agribusiness and rural development - Plovdiv
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Contributor |
—
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Date |
2017-10-30
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Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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Format |
application/pdf
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Identifier |
http://science.uard.bg/index.php/newknowledge/article/view/302
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Source |
New knowledge Journal of science; Vol 6, No 3 (2017): New knowledge Journal of science; 63-76
2367-4598 1314-5703 |
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Language |
eng
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Relation |
http://science.uard.bg/index.php/newknowledge/article/view/302/pdf_21
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Rights |
Copyright (c) 2017 New knowledge Journal of science
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