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What determines Euro area bank CDS spreads?

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References

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2004The relationship between credit default swap spreads, bond yields, and credit rating announcements

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1,008 cited

2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited

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2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis92 cited
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2010Multi-Product Exporters, Carry-Along Trade and the Margins of Trade77 cited
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