The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions /
This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly data over 2004 - 08 for 29 European LCFIs. The results from a dynamic panel data estima...
| Auteur principal: | |
|---|---|
| Autres auteurs: | |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| Collection: | IMF Working Papers; Working Paper ;
No. 2010/153 |
| Accès en ligne: | Full text available on IMF |