Analysing sovereign credit default swaps of Baltic countries
The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and differences in credit risk of the Baltic countries with regard to CDS spreads is investigated. We apply principal component analysis, regression analysis, correlation analysis methods and Granger causal...
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| Auteurs principaux: | , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Vilnius Gediminas Technical University
2015-06-01
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| Collection: | Business: Theory and Practice |
| Sujets: | |
| Accès en ligne: | https://journals.vgtu.lt/index.php/BTP/article/view/8276 |
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