. Applying the conditional value-at-risk estimation to micro-level weekly observations of international mutual funds between 2003 …

economic fundamentals over 2005–10. We focus in particular on five countries in the South-West Eurozone Periphery, Greece … statistically and economically important determinants of sovereign risk. However, risk-pricing of the Eurozone Periphery countries …. Eurozone Periphery default risk is priced much higher than the matched countries in 2010, even allowing for differences in …