Sovereign Spreads; Global Risk Aversion, Contagion or Fundamentals?
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How Important is Sovereign Risk in Determining Corporate Default Premia? the Case of South Africa
Peter, Marcel, (2005)
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Basurto, Miguel A. Segoviano, (2006)
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On the Estimation of Term Structure Models and An Application to the United States
(2010)
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Basurto, Miguel A. Segoviano, (2006)
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Default, Credit Growth, and Asset Prices
Goodhart, C. A. E., (2006)
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Counterparty Risk in the Over-The-Counter Derivatives Market
Singh, Manmohan, (2008)
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