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Please use this identifier to cite or link to this item: http://hdl.handle.net/2451/31585

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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