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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International review of financial analysis"
~subject:"Credit derivative"
~subject:"Schuldenkrise"
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Search: subject:"Sovereign Risk"
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Credit derivative
Schuldenkrise
Country risk
86
Länderrisiko
86
Welt
31
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31
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20
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20
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16
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DeBoyrie, Maria Eugenia
2
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Discussion paper / Centre for Economic Policy Research
International review of financial analysis
Journal of international money and finance
27
Journal of financial stability
15
Finance research letters
13
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13
International review of economics & finance : IREF
12
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ECONIS (ZBW)
21
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1
Sustainability and sovereign credit risk
Anand, Arsh
;
Vanpée, Rosanne
;
Lončarski, Igor
- In:
International review of financial analysis
86
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014248645
Saved in:
2
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets : An interacting network perspective
Huang, Wei-Qiang
;
Liu, Peipei
- In:
International review of financial analysis
90
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467568
Saved in:
3
Modeling the global sovereign credit network under climate change
Yang, Lu
;
Hamori, Shigeyuki
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457729
Saved in:
4
Conditional sovereign CDS in market basket risk scenario : a dynamic vine-copula analysis
Wang, Qunwei
;
Liu, Mengmeng
;
Xiao, Ling
;
Dai, Xingyu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366159
Saved in:
5
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
6
Evaluating corporate credit risks in emerging markets
Dodd, Olga
;
Kalimipalli, Madhu
;
Chan, Wing Hong
- In:
International review of financial analysis
73
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803607
Saved in:
7
Is small beautiful? : the resilience of small banks during the European debt crisis
Liu, Cai
;
Varotto, Simone
- In:
International review of financial analysis
76
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805039
Saved in:
8
Spillovers among sovereign CDS, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
9
Network structures and idiosyncratic contagion in the European sovereign credit default swap market
Chen, Wang
;
Ho, Kung-Cheng
;
Lu, Yang
- In:
International review of financial analysis
72
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437342
Saved in:
10
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu
;
Yang, Lei
;
Hamori, Shigeyuki
- In:
International review of financial analysis
59
(
2018
),
pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
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