Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? Article

Rodriguez, Ivan M, Dandapani, Krishnan, Lawrence, Edward R. (2019). Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? . FINANCIAL MANAGEMENT, 48(1), 229-256. 10.1111/fima.12223

Open Access

cited authors

  • Rodriguez, Ivan M; Dandapani, Krishnan; Lawrence, Edward R

sustainable development goals

authors

publication date

  • March 1, 2019

published in

keywords

  • Business & Economics
  • Business, Finance
  • DEFAULT SWAP SPREADS
  • REGRESSION
  • Social Sciences
  • TERM STRUCTURE
  • TESTS

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 229

end page

  • 256

volume

  • 48

issue

  • 1