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Credit ratings and cross-border bond market spillovers
Böninghausen, Benjamin; Zabel, Michael - In: Journal of international money and finance 53 (2015), pp. 115-136
Persistent link: https://www.econbiz.de/10011475939
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The credit signals that matter most for sovereign bond spreads with split rating
Huong Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: Journal of international money and finance 53 (2015), pp. 174-191
Persistent link: https://www.econbiz.de/10011475978
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A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area
Arnold, Ivo J. M.; Ewijk, Saskia E. van - In: Journal of international money and finance 49 (2014), pp. 340-357
Persistent link: https://www.econbiz.de/10010465004
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The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis
Alsakka, Rasha; Ap Gwilym, Owain; Tuyet Nhung Vu - In: Journal of international money and finance 49 (2014), pp. 235-257
Persistent link: https://www.econbiz.de/10010465018
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The price of democracy : sovereign risk ratings, bond spreads and political business cycles in developing countries
Block, Steven; Vaaler, Paul M. - In: Journal of international money and finance 23 (2004) 6, pp. 917-946
Persistent link: https://www.econbiz.de/10002201192
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The credit-spread puzzle
Tsuji, Chikashi - In: Journal of international money and finance 24 (2005) 7, pp. 1073-1089
Persistent link: https://www.econbiz.de/10003210009
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The sovereign ceiling and emerging market corporate bond spreads
Durbin, Erik; Ng, David Tat-chee - In: Journal of international money and finance 24 (2005) 4, pp. 631-649
Persistent link: https://www.econbiz.de/10002921319
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A multi-factor, credit migration model for sovereign and corporate debts
Wei, Jason - In: Journal of international money and finance 22 (2003) 5, pp. 709-735
Persistent link: https://www.econbiz.de/10001787735
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Sovereign credit ratings and financial markets linkages : application to European data
Afonso, António; Furceri, Davide; Gomes, Pedro - In: Journal of international money and finance 31 (2012) 3, pp. 606-638
Persistent link: https://www.econbiz.de/10009632012
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Does sovereign risk in local and foreign currency differ?
Amstad, Marlene; Packer, Frank; Shek, Jimmy - In: Journal of international money and finance 101 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012392294