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Credit - risk valuation in the soverign CDS and bonds markets evidencefrom the euro area crisis Óscar Arce, Sergio Mayordomo, Juan Ignacio Peña

By: Arce Hortigüela, Óscar Javier.
Contributor(s): Mayordomo Gómez, Sergio | Peña Sánchez de Rivera, Juan Ignacio.
Material type: TextTextSeries: CNMV Documentos de trabajo ; 53.Publisher: [Madrid] Comisión Nacional del Mercado de Valores (CNMV) 2012Description: 41 p. 28 cm.Subject(s): DEUDA PUBLICA | BONOS | SWAPS | CREDITO | EVALUACION | CRISIS FINANCIERA | MERCADOS FINANCIEROS | RIESGO
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Resumen. Conclusión. Bibliografía.

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