Blar i BI Open på forfatter "Stangeland, Peter Marius"
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CDS-Bond Basis: An Empirical Study of European Souereign Credit Spreads
Stangeland, Peter Marius; Flaten, Sondre Idsøe (Master thesis, 2022)We study the eurozone sovereign CDS-bond basis and evaluate the link between the sovereign CDS premiums and the corresponding bond yield spreads. We find statistically significant differences in determinants of sovereign ...