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Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis.

Calice, G.; Chen, J.; Williams, J.

Authors

G. Calice

J. Chen



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
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