Market frictions and the pricing of sovereign credit default swaps

  1. Rubia, A.
  2. Sanchis-Marco, L.
  3. Serrano, P.
Journal:
Journal of International Money and Finance

ISSN: 0261-5606

Year of publication: 2016

Volume: 60

Pages: 223-252

Type: Article

DOI: 10.1016/J.JIMONFIN.2015.04.006 GOOGLE SCHOLAR