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The anatomy of sovereign risk contagion
Wu, Eliza; Erdem, Magdalena; Kalotychou, Elena; … - In: Journal of international money and finance 69 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011712035
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The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market
Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011711628
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What drives corporate default risk premia? : evidence from the CDS market
Díaz, Antonio; Groba, Jonatan; Serrano, Pedro - In: Journal of international money and finance 37 (2013), pp. 529-563
Persistent link: https://www.econbiz.de/10010209025
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Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
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Impacts of the financial crisis on eurozone sovereign CDS spreads
Gündüz, Yalın; Kaya, Orcun - In: Journal of international money and finance 49 (2014), pp. 425-442
Persistent link: https://www.econbiz.de/10010464931
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The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele; Ruggiero, Francesco - In: Journal of international money and finance 112 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
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Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - In: Journal of international money and finance 65 (2016), pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
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Do credit rating agencies provide valuable information in market evaluation of sovereign default risk?
Binici, Mahir; Hutchison, Michael M. - In: Journal of international money and finance 85 (2018), pp. 58-75
Persistent link: https://www.econbiz.de/10012000388
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How do global investors differentiate between sovereign risks? : the new normal versus the old
Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - In: Journal of international money and finance 66 (2016), pp. 32-48
Persistent link: https://www.econbiz.de/10011668446
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Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios; Panagiōtidēs, Theodōros; … - In: Journal of international money and finance 137 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478141