Varga Lóránt
The information content of Hungarian sovereign CDS spreads
Közgazdaságtan, gazdaság
/
Pénzügy, bankügy
"In this study we examine the position of the Hungarian sovereign CDS market in relation to the global credit derivatives markets, and the potential it offers to market participants investing in Hungarian instruments. We are primarily interested in the information contained in the available and observable CDS premia..."
2013-11-12
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PDF URL: https://mek.oszk.hu/12100/12131 URN: http://nbn.urn.hu/N2L?urn:nbn:hu-109681Látogatások: 3 577