What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis

被引:0
|
作者
Durham, J. Benson [1 ]
机构
[1] Fed Reserve Bank New York, Markets Grp, New York, NY 10045 USA
来源
JOURNAL OF PORTFOLIO MANAGEMENT | 2014年 / 40卷 / 02期
关键词
D O I
10.3905/jpm.2014.40.2.086
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:86 / 93
页数:8
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