What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis

被引：0

作者：

Durham, J. Benson ^{[1
]}

机构：

[1] Fed Reserve Bank New York, Markets Grp, New York, NY 10045 USA

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2014年 / 40卷 / 02期

关键词：

D O I：

10.3905/jpm.2014.40.2.086

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：86 / 93

页数：8

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