Sovereign CDS Spreads in Europe: The Role of Global: Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

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Media Type

Document

Media Date

January 2015

Crisis

European Sovereign Debt Crisis (2008 - 2012)

Content Type

Working Paper

Publisher(s)

International Monetary Fund (IMF)

Author(s)/Creator(s)

Frigyes Heinz Yan Sun

Language(s)

English

Country(ies) or Region(s)

Euro Zone Europe European Union