Title:

An International Forensic Perspective of the Determinants of Bank CDS Spreads

Authors:

Nadia Benbouzid (University of Greenwich)
Sushanta Mallick (Queen Mary, U London)
Ricardo Sousa (LSE)

Journal:

Journal Of Financial Stability

Year:

2017

Volume:

33

Pages:

60-70

JEL codes:

O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.jfs.2017.10.004