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Economics Working Papers >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/2451/31585
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| Title: | Sovereign Credit Default Swap Premia |
| Authors: | Augustin, Patrick |
| Keywords: | Credit Default Swap Spreads, Default Risk
Descriptive Statistics, Literature Review,
Sovereign Debt, Term structure |
| Issue Date: | 24-Jul-2012 |
| Abstract: | This paper provides a comprehensive overview of the young, but rapipdly
growing literature on sovereign credit default swap premia, describes
key statistical and stylized facts about prices, the market, its players
and related trading activities and attempts to raise some
thought-provoking questions. We thereby hope to serve as a useful
starting point for anyone interested in the topic. |
| URI: | http://hdl.handle.net/2451/31585 |
| Appears in Collections: | Economics Working Papers
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