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Daily pricing of emerging market sovereign CDS before and during the global financial crisis
Fender, Ingo; Hayo, Bernd; Neuenkirchen, Matthias - In: Journal of banking & finance 36 (2012) 10, pp. 2786-2794
Persistent link: https://www.econbiz.de/10009673246
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The economic record of the government and sovereign bond and stock returns around national elections
Eichler, Stefan; Plaga, Timo - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521037
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The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
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The impact of sovereign rating actions on bank ratings in emerging markets
Williams, Gwion; Alsakka, Rasha; Ap Gwilym, Owain - In: Journal of banking & finance 37 (2013) 2, pp. 563-577
Persistent link: https://www.econbiz.de/10009705617
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Sovereign ceilings "lite"? : the impact of sovereign ratings on corporate ratings
Borensztein, Eduardo; Cowan, Kevin; Valenzuela, Patricio - In: Journal of banking & finance 37 (2013) 11, pp. 4014-4024
Persistent link: https://www.econbiz.de/10010244919
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The joint dynamics of sovereign ratings and government bond yields
Shagi, Makram el-; Schweinitz, Gregor von - In: Journal of banking & finance 97 (2018), pp. 198-218
Persistent link: https://www.econbiz.de/10011967350
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Sovereign debt ratings and stock liquidity around the World
Lee, Kuan-hui; Sapriza, Horacio; Wu, Yangru - In: Journal of banking & finance 73 (2016), pp. 99-112
Persistent link: https://www.econbiz.de/10011635633
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Sovereign credit ratings : guilty beyond reasonable doubt?
Mora, Nada - In: Journal of banking & finance 30 (2006) 7, pp. 2041-2062
Persistent link: https://www.econbiz.de/10003339515
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Bank/sovereign risk spillovers in the European debt crisis
De Bruyckere, Valerie; Gerhardt, Maria; Schepens, Glenn; … - In: Journal of banking & finance 37 (2013) 12, pp. 4793-4809
Persistent link: https://www.econbiz.de/10010342225