Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis

By Anne-Laure Delatte, M. Gex, Antonia López-Villavicencio. 2012

134 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/9fb6df93a34ba2bff100928f3f4740fc8e374afc

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In Finance

1. Alesia Kalbaska
2. M. Gątkowski

Citations in the corpus

• Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis (2013, unknown): “Delatte et al. (2012) examine a sample of 11 European countries, both high and low-yield countries during the period 2008-2010 and find evidence that the relation between CDS premiums and bond spreads is not linear.”
• Eurozone sovereign contagion: Evidence from the CDS market (2005–2010) (2012, methodology): “Similarly, Delatte et al. (2011) use a non-linear approach to analyze the influence of CDS premia on underlying bond spreads for PIIGS and five core European countries.”