G. Calice
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis.
Calice, G.; Chen, J.; Williams, J.
Citation
Calice, G., Chen, J., & Williams, J. (2013). Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis. Journal of Economic Behavior and Organization, 85, 122-143. https://doi.org/10.1016/j.jebo.2011.10.013
| Journal Article Type | Article |
|---|---|
| Publication Date | 2013 |
| Deposit Date | Jan 3, 2014 |
| Journal | Journal of Economic Behavior and Organization |
| Print ISSN | 0167-2681 |
| Electronic ISSN | 2328-7616 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 85 |
| Pages | 122-143 |
| DOI | https://doi.org/10.1016/j.jebo.2011.10.013 |
| Public URL | https://durham-repository.worktribe.com/output/1465572 |
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