Sovereign credit risk and exchange rates : evidence from CDS quanto spreads
Sovereign credit risk and exchange rates : evidence from CDS quanto spreads is a book. It was written by Patrick Augustin and published by Centre for Economic Policy Research in 2018.
Key facts
- author: Patrick Augustin
- publication date: 2018
- book publisher: Centre for Economic Policy Research
- book series: Discussion paper series
- book subjects: Foreign exchange rates-Econometric models, Swaps (Finance)-Econometric models, Default (Finance)-Econometric models
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"Sovereign credit risk and exchange rates : evidence from CDS quanto spreads" is one of the books by Patrick Augustin, books by Centre for Economic Policy Research and 2,617,384 books in our database.
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This content is available under the CC BY 4.0 license.