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Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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Cross-border Italian sovereign risk transmission in EMU countries
Capasso, Salvatore; D'Uva, Marcella; Fiorelli, Cristiana; … - In: Economic modelling 126 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014462235
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Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume; Peltonen, Tuomo - In: Economic modelling 49 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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Valuation of collateralized debt obligations : an equilibrium model
Hu, May; Park, Jason - In: Economic modelling 82 (2019), pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
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Dynamic relationship between Turkey and European countries during the global financial crisis
Sensoy, Ahmet; Soytas, Ugur; Yildirim, Irem; … - In: Economic modelling 40 (2014), pp. 290-298
Persistent link: https://www.econbiz.de/10010425621
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Euro area sovereign yield spreads as determinants of private sector borrowing costs
Theobald, Thomas; Tober, Silke - In: Economic modelling 84 (2020), pp. 27-37
Persistent link: https://www.econbiz.de/10012210283
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Insolvency regimes and firms' default risk under economic uncertainty and shocks
Gopalakrishnan, Balagopal; Mohapatra, Sanket - In: Economic modelling 91 (2020), pp. 180-197
Persistent link: https://www.econbiz.de/10012429032
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Evaluating sovereign risk spillovers on domestic banks during the European debt crisis
Keddad, Benjamin; Schalck, Christophe - In: Economic modelling 88 (2020), pp. 356-375
Persistent link: https://www.econbiz.de/10012417241
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Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion
Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147
Persistent link: https://www.econbiz.de/10011646024