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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Credit default swap"
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Öffentliche Anleihe
Credit derivative
48
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Credit risk
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Financial crisis
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Montes, Gabriel Caldas
2
Andrieş, Alin Marius
1
Badaoui, Saad
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Camba-Méndez, Gonzalo
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Cathcart, Lara
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Chiu, Junmao
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Jahel, Lina el
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Serwa, Dobromił
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European financial management : the journal of the European Financial Management Association
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
13
Journal of banking & finance
11
Journal of financial stability
8
NBER Working Paper
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Research in international business and finance
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Applied economics
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Finance research letters
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International review of financial analysis
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Banco de Espana Working Paper
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
US macroeconomic surprises and the emerging-market sovereign CDS market
Chiu, Junmao
;
Tsai, Wei-Che
;
Yin, Chi
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 549-587
Persistent link: https://www.econbiz.de/10014258852
Saved in:
3
The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius
;
Ongena, Steven
;
Sprincean, Nicu
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
Saved in:
4
Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas
;
Souza, Ivan
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
Saved in:
5
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
6
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
7
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
Saved in:
8
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo
;
Serwa, Dobromił
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
Saved in:
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