What Determined Sovereign CDS Spreads in the Euro Area?

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00077214" target="_blank" >RIV/00216224:14560/14:00077214 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
What Determined Sovereign CDS Spreads in the Euro Area?
Original language description
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 nationaland international level.
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Conference Proceedings of the 12th International Scientific Conference "Economic Policy in the European Union Member Countries"
ISBN
9788075100450
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
401-408
Publisher name
Silesian University, School of Business Administration
Place of publication
Karviná
Event location
Ostravice
Event date
Jan 1, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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