Sample | Entity | Variable | Obs | Mean | Std. Dev. |
Financial corporate sample | IntesaSanPaolo | Bond | 1936 | 223.8288 | 159.949 |
CDS | 1936 | 176.5421 | 114.4459 | ||
UniCredit | Bond | 1936 | 243.3868 | 176.2055 | |
CDS | 1936 | 212.6215 | 131.545 | ||
BNP Paribas | Bond | 1936 | 123.4868 | 92.22734 | |
CDS | 1936 | 99.44283 | 63.22024 | ||
SociétéGénérale | Bond | 1936 | 135.4512 | 115.9673 | |
CDS | 1936 | 119.2966 | 84.58553 | ||
DeutscheBank | Bond | 1936 | 146.7232 | 59.14231 | |
CDS | 1936 | 123.9791 | 43.72524 | ||
CommerzBank | Bond | 1936 | 144.508 | 97.54702 | |
CDS | 1936 | 126.3052 | 59.14076 | ||
Santander | Bond | 1936 | 166.2512 | 175.3955 | |
| CDS | 1936 | 156.5169 | 100.1498 | |
Non-Financial corporate sample | Vivendi | Bond | 1936 | 156.4874 | 105.2335 |
CDS | 1936 | 957.277 | 46.18623 | ||
Thyssenkrupp | Bond | 1936 | 267.4002 | 94.50681 | |
CDS | 1936 | 225.9291 | 95.7954 | ||
Telecom Italia | Bond | 1936 | 300.4848 | 148.152 | |
CDS | 1936 | 245.5792 | 103.8226 | ||
Eni | Bond | 1936 | 148.7673 | 103.0528 | |
CDS | 1936 | 98.75479 | 43.16216 | ||
Air Liquid | Bond | 1936 | 95.26478 | 73.87698 | |
CDS | 1936 | 44.05934 | 13.84592 | ||
Orange | Bond | 1936 | 120.8782 | 83.4405 | |
CDS | 1936 | 79.80429 | 31.98928 | ||
Telefonica | Bond | 1936 | 206.2219 | 164.0505 | |
| CDS | 1936 | 164.8542 | 106.4995 | |
Sovereign sample (Apr. 2011-Apr. 2014) | Germany | Bond | 798 | 85.02995 | 55.12994 |
CDS | 798 | 52.69386 | 28.52075 | ||
Italy | Bond | 798 | 388.4534 | 120.6.666 | |
CDS | 798 | 309.2732 | 128.002 | ||
France | Bond | 798 | 141.9738 | 60.89029 | |
CDS | 798 | 113.085 | 57.78981 | ||
Spain | Bond | 798 | 397.1912 | 110.1692 | |
CDS | 798 | 3.2.1766 | 126.9553 | ||
Portugal | Bond | 798 | 866.4617 | 437.1732 | |
CDS | 798 | 658.414 | 333.0365 | ||
Belgium | Bond | 798 | 1.898.066 | 106.3083 | |
| CDS | 798 | 1.427.229 | 94.56208 |