What Determined Sovereign CDS Spreads in the Euro Area?

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

What Determined Sovereign CDS Spreads in the Euro Area?

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

What Determined Sovereign CDS Spreads in the Euro Area?

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

8

Strana od-do

401-408

Název nakladatele

Silesian University, School of Business Administration

Místo vydání

Karviná

Místo konání akce

Ostravice

Datum konání akce

1. 1. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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