Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
Chen, Jing
5d1f11be-b12a-4517-9035-1b8b16078087
Williams, Julian
53c2f319-c67b-458e-841f-ac3a94bdb353
19 September 2011
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
Chen, Jing
5d1f11be-b12a-4517-9035-1b8b16078087
Williams, Julian
53c2f319-c67b-458e-841f-ac3a94bdb353
Calice, Giovanni, Chen, Jing and Williams, Julian
(2011)
Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis.
BIS Monetary and Economic Department (MED) Visiting Speaker Seminar Series, Bank for International Settlements, Basel, Switzerland.
18 Sep 2011.
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Conference or Workshop Item
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Published date: 19 September 2011
Venue - Dates:
BIS Monetary and Economic Department (MED) Visiting Speaker Seminar Series, Bank for International Settlements, Basel, Switzerland, 2011-09-18 - 2011-09-18
Organisations:
Centre for Digital, Interactive & Data Driven Marketing
Identifiers
Local EPrints ID: 196155
URI: http://eprints.soton.ac.uk/id/eprint/196155
PURE UUID: 84f0ca6d-7af6-4666-82be-4d081e872eeb
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Date deposited: 05 Sep 2011 09:28
Last modified: 10 Dec 2021 19:40
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Contributors
Author:
Giovanni Calice
Author:
Jing Chen
Author:
Julian Williams
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