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What determines euro area bank CDS spreads? National Bank of Belgium Working Paper, No 190, May 2010

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Figure

Figure 1: Median CDS Spreads (Levels in bp) Panel A: All
Table 3: Descriptive statistics explanatory variables
Table 2). The risk free rate is only significant in the crisis period and its effect is negative throughout
Table 6: Multivariate kitchen sink model
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