Search Results - subject:"Sovereign CDS"

Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis

Massaporn Cheuathonghua; De Boyrie, Maria E.; Pavlova, … - In: International review of financial analysis 80 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013366188

Ripples into waves : trade networks, economic activity, and asset prices

Chang, Jeffery Jinfan; Du, Huancheng; Lou, Dong; Polk, … - In: Journal of financial economics 145 (2022) 1, pp. 217-238

Persistent link: https://www.econbiz.de/10013473735

Sovereign credit default swaps and U.S. economic policy uncertainty after the global financial crisis

Inoguchi, Masahiro - In: Global Financial Flows in the Pre- and Post-global …, (pp. 113-141). 2022

Persistent link: https://www.econbiz.de/10013448159

Financial markets and fiscal discipline in the Eurozone

Canale, Rosaria Rita; De Simone, Elina; Spagnolo, Nicola - In: Structural change and economic dynamics : SC+ED 58 (2021), pp. 490-499

Persistent link: https://www.econbiz.de/10012648733

Spillovers between sovereign CDS and exchange rate markets : the role of market fear

Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012667722

Understanding country risk assessment : a historical review

Sun, Xiaolei; Feng, Qianqian; Li, Jianping - In: Applied economics 53 (2021) 37, pp. 4329-4341

Persistent link: https://www.econbiz.de/10012609758

Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia

Liu, Chang; Li, Jianping; Sun, Xiaolei; Chen, Jianming - In: Applied economics letters 28 (2021) 7, pp. 599-607

Persistent link: https://www.econbiz.de/10012501555

Under-reaction in the sovereign CDS market

Wang, Xinjie; Xiao, Yaqing; Yan, Hongjun; Zhang, Jinfan - In: Journal of banking & finance 130 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013164867

A Hawkes model of the transmission of European sovereign default risk

Dumitru, Ana-Maria; Holden, Tom - 2017

The run-up to the Greek default featured marked increases in the cost of insuring sovereign debt from almost all European countries. One explanation is that market participants believed a default in one country might increase the risk of a future default in another, and so news about one country...

Persistent link: https://www.econbiz.de/10011718269

Dealing with dealers : sovereign CDS comovements

Antón, Miguel; Mayordomo Gómez, Sergio; Rodríguez … - 2017

instrumentales confirma que la evidencia anterior tiene una relación causal ; We show that sovereign CDS that have common dealers …

Persistent link: https://www.econbiz.de/10012530563

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