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~person:"Gex, Mathieu"
~person:"Pavlova, Ivelina"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Government document"
~type_genre:"Systematic review"
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Search: subject_exact:"Collateralized debt obligations"
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Credit derivative
16
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16
Country risk
7
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Aufsatz in Zeitschrift
Collection of articles of several authors
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Gex, Mathieu
Pavlova, Ivelina
Hammoudeh, Shawkat
18
Fabozzi, Frank J.
13
Tang, Dragon Yongjun
13
Augustin, Patrick
11
Kiesel, Florian
11
Scheicher, Martin
11
Shahzad, Syed Jawad Hussain
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Zhang, Gaiyan
11
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10
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10
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10
Zhong, Zhaodong
9
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8
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8
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8
Park, Yuen Jung
8
Subrahmanyam, Marti G.
8
Wang, Xinjie
8
Zhu, Lu
8
Brigo, Damiano
7
Chen, Ren-Raw
7
Coudert, Virginie
7
Hamori, Shigeyuki
7
Hull, John
7
Li, Jianping
7
Lovreta, Lidija
7
Mayordomo, Sergio
7
Peltonen, Tuomo
7
Sun, Xiaolei
7
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7
Zhu, Haibin
7
Adelson, Mark
6
Benbouzid, Nadia
6
Bouri, Elie
6
Cathcart, Lara
6
DeBoyrie, Maria Eugenia
6
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6
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6
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Financial stability review : FSR
3
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2
International review of financial analysis
2
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1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
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1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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The journal of futures markets
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ECONIS (ZBW)
16
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1
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:
2
Analysing the link between environmental performance and sovereign credit risk
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
52
(
2020
)
54
,
pp. 5949-5966
Persistent link: https://www.econbiz.de/10012308384
Saved in:
3
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Pavlova, Ivelina
;
DeBoyrie, Maria Eugenia
;
Parhizgari, …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 10-22
Persistent link: https://www.econbiz.de/10012034496
Saved in:
4
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
;
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
International review of financial analysis
49
(
2017
),
pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
Saved in:
5
The drivers of sovereign CDS spread changes : local versus global factors
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The financial review : the official publication of the …
52
(
2017
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10011734600
Saved in:
6
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
Saved in:
7
Carry trades and sovereign CDS spreads : evidence from Asia-Pacific markets
Pavlova, Ivelina
;
DeBoyrie, Maria Eugenia
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1067-1087
Persistent link: https://www.econbiz.de/10011546216
Saved in:
8
Why the Greek CDS settlement did not lead to the feared meltdown
Coudert, Virginie
;
Gex, Mathieu
- In:
Financial stability review : FSR
17
(
2013
),
pp. 135-150
Persistent link: https://www.econbiz.de/10010202490
Saved in:
9
The interactions between the credit default swap and the bond markets in financial turmoil
Coudert, Virginie
;
Gex, Mathieu
- In:
Review of international economics
21
(
2013
)
3
,
pp. 492-505
Persistent link: https://www.econbiz.de/10010211846
Saved in:
10
Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?
Delatte, Anne-Laure
;
Gex, Mathieu
; …
- In:
Journal of international money and finance
31
(
2012
)
3
,
pp. 481-497
Persistent link: https://www.econbiz.de/10009632023
Saved in:
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