The Determinants of CDS Spreads in Multiple Industry Sectors: A Comparison between the US and Europe
Freezer Thermostat The paper analyzes the relationship between the credit default swaps (CDS) spreads for 5-year CDS in Europe and US, and fundamental macroeconomic variables such as regional stock indices, oil prices, gold prices, and interest rates.The dataset includes consideration of multiple industry sectors in both economies, and it is split