Browsing Contemporary Issues in Business, Management and Education ‘2014 by Subject "akcijos"

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    • Analysing sovereign credit default swaps of Baltic countries 

      Kregždė, Arvydas; Murauskas, Gediminas (Business: Theory and Practice, 2015)
      The paper analyses development of the Baltic sovereign CDS market. The level of commonalities and differences in credit risk of the Baltic countries with regard to CDS spreads is investigated. We apply principal component ...