An Analysis of the relationship between EU sovereign and bank CDS spreads (pre and post the global financial crisis)
This study investigates the influence of banking industry on sovereign CDS spread change, and investigates the domestic and global financial sectors effects in European Union area. In this research, we apply monthly data from January 2005 to December 2014, and separate these data into three time per...
| Main Author: | Wu, Ting-Ting |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
|
| Online Access: | https://eprints.nottingham.ac.uk/36486/ |
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