Sovereign sample

(May 2014-Sep. 2018)

Germany

Bond

1138

−15.73049

25.68482

CDS

1138

15.96701

4.267.126

Italy

Bond

1138

83.7797

44.89334

CDS

1138

135.3045

35.92924

France

Bond

1138

4.789279

24.98552

CDS

1138

33.23108

11.17922

Spain

Bond

1138

56.0181

34.92935

CDS

1138

79.52461

18.49278

Portugal

Bond

1138

1.419934

59.38633

CDS

1138

190.3584

71.00202

Belgium

Bond

1138

−1.431019

27.49624

CDS

1138

33.96508

12.07596