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Welfare gains of bailouts in a sovereign default model
Pancrazi, Roberto; Seoane, Hernán D.; Vukotić, Marija - In: Journal of economic dynamics & control 113 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012502547
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A coupled Markov chain approach to credit risk modeling
Wozabal, David; Hochreiter, Ronald - In: Journal of economic dynamics & control 36 (2012) 3, pp. 403-415
Persistent link: https://www.econbiz.de/10009515963
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Credit risk and asymmetric information : a simplified approach
Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne - In: Journal of economic dynamics & control 39 (2014), pp. 98-112
Persistent link: https://www.econbiz.de/10010388826
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A boundary crossing model of counterparty risk
Esteghamat, Kian - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1771-1799
Persistent link: https://www.econbiz.de/10001755425
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A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi - In: Journal of economic dynamics & control 146 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
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Improving sovereign debt restructurings
Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - In: Journal of economic dynamics & control 139 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013464875
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Do credit market shocks drive output fluctuations? : evidence from corporate spreads and defaults
Meeks, Roland - In: Journal of economic dynamics & control 36 (2012) 4, pp. 568-584
Persistent link: https://www.econbiz.de/10009554335
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Financial fragility, sovereign default risk and the limits to commercial bank bail-outs
Kwaak, Christiaan van der; Wijnbergen, Sweder van - In: Journal of economic dynamics & control 43 (2014), pp. 218-240
Persistent link: https://www.econbiz.de/10010470116
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Sovereign risk, bank funding and investors' pessimism
Faia, Ester - In: Journal of economic dynamics & control 79 (2017), pp. 79-96
Persistent link: https://www.econbiz.de/10011817603
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A model of sovereign debt with private information
Phan, Toan - In: Journal of economic dynamics & control 83 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011915579