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...
| Main Authors: | , |
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| Other Authors: | , , |
| Format: | Book |
| Language: | English |
| Published: |
Washington :
International Monetary Fund,
2010
Washington, D.C. : 2010 |
| Series: | IMF Working Papers ;
Working Paper No. 10/153 IMF Working Papers IMF Working Papers; Working Paper ; No. 2010/153 IMF eLibrary |
| Subjects: |