Fundamental determinants of credit default risk for European and American banks
The aim of the paper is to identify the fundamental variables driving banks’ credit default swaps. Quarterly data from 2004 to 2015 for European and American banks have been used. The analysis has been prepared through static panel data models. The following hypothesis has been put forward: the earn...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Centre of Sociological Research, Szczecin, Poland
2017-10-01
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| Series: | Journal of International Studies |
| Subjects: | |
| Online Access: | http://jois.eu/?355,en_fundamental-determinants-of-credit-default-risk-for-european-and-american-banks |