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  • Trg CDS in trg državnih obveznic po nastopu zadnje finančne krize : (primer štirih evropskih držav)
    Križanič, France, 1954- ; Oplotnik, Žan ; Kolšek, Vasja
    The process by which the difference in yields between Slovenian and German bonds widened, despite the reduction of the credit risk in Slovenia, did not take place via the CDS market. A Granger ... causality test shows that in the period 2009 to 2012 the dynamics of the unemployment rate and ECB interest rates, as well as the dynamics of the Slovenian stock market index and the Slovenian general government deficit-to-GDP ratio were ahead of the dynamics of CDS prices, connected to Slovenian bonds.
    Source: Gospodarska gibanja. - ISSN 0351-0360 (Št. 466, mar. 2014, str. 33-43)
    Type of material - article, component part ; adult, serious
    Publish date - 2014
    Language - slovenian
    COBISS.SI-ID - 13738065

source: Gospodarska gibanja. - ISSN 0351-0360 (Št. 466, mar. 2014, str. 33-43)

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