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Country risk
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Calice, Giovanni
2
Malliaropulos, Dimitris
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Journal of empirical finance
IMF working papers
89
NBER working paper series
82
Journal of international money and finance
81
Working paper / National Bureau of Economic Research, Inc.
74
NBER Working Paper
67
Discussion paper / Centre for Economic Policy Research
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Journal of international economics
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Finance research letters
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38
International review of financial analysis
32
Research in international business and finance
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30
Journal of financial stability
30
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29
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Journal of international business studies : JIBS ; an official journal of the Academy of International Business
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Applied economics letters
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Emerging markets review
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CFS working paper series
18
International finance discussion papers
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Journal of monetary economics
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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
16
Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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1
Global investigation on the country-level idiosyncratic volatility and its determinants
Caglayan, Mustafa O.
;
Xue, Wenjun
;
Zhang, Liwen
- In:
Journal of empirical finance
55
(
2020
),
pp. 143-160
Persistent link: https://www.econbiz.de/10012175331
Saved in:
2
The plausibility of risk estimates and implied costs to international equity investments
Moor, Lieven de
;
Sercu, Piet
;
Vanpée, Rosanne
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 623-644
Persistent link: https://www.econbiz.de/10009267264
Saved in:
3
Banking sector contingent liabilities and sovereign risk
Arslanalp, Serkan
;
Liao, Yin
- In:
Journal of empirical finance
29
(
2014
),
pp. 316-330
Persistent link: https://www.econbiz.de/10011300461
Saved in:
4
A new country risk index for emerging markets : a stochastic dominance approach
Agliardi, Elettra
;
Agliardi, Rosella
;
Pinar, Mehmet
; …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 741-761
Persistent link: https://www.econbiz.de/10009700593
Saved in:
5
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl
;
Ellen, Saskia ter
;
He, Xue-zhong
;
Wu, Eliza
- In:
Journal of empirical finance
32
(
2015
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
Saved in:
6
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen
;
Pérez-Quirós, Gabriel
- In:
Journal of empirical finance
32
(
2015
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
Saved in:
7
Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia
;
Jin, Xisong
;
Lehnert, Thorsten
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011556851
Saved in:
8
Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph
;
Grothe, Magdalena
;
Grothe, Oliver
- In:
Journal of empirical finance
33
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
Saved in:
9
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
10
The euro area sovereign debt crisis : identifying flight-to-liquidity and the spillover mechanisms
De Santis, Roberto A.
- In:
Journal of empirical finance
26
(
2014
),
pp. 150-170
Persistent link: https://www.econbiz.de/10010471991
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