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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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Utility indifference valuation of corporate bond with credit rating migration by structure approach
Liang, Jin; Zhao, Yuejuan; Zhang, Xudan - In: Economic modelling 54 (2016), pp. 339-346
Persistent link: https://www.econbiz.de/10011642188
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Feedback effects between credit ratings and financial markets
Jorge, José - In: Economic modelling 80 (2019), pp. 328-338
Persistent link: https://www.econbiz.de/10012200649
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Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi; Singh, Manish K.; Thomas, Susan - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
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Modelling sovereign credit ratings : the accuracy of models in a heterogeneous sample
Ozturk, Huseyin; Namli, Ersin; Erdal, Halil İbrahim - In: Economic modelling 54 (2016), pp. 469-478
Persistent link: https://www.econbiz.de/10011642258
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Discrepancy and cross-regional bias in sovereign credit ratings : analyzing the role of public debt
Ben Hmiden, Oussama; Tatoutchoup, Didier; Nguimkeu, Pierre - In: Economic modelling 131 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014451183
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How do sovereign risk, equity and foreign exchange derivatives markets interact?
Ibhagui, Oyakhilome - In: Economic modelling 97 (2021), pp. 58-78
Persistent link: https://www.econbiz.de/10012793299
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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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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