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 |