Narrow search
Showing 1 - 10 of 284
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
Cover Image
Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang; Li, Xiafei; Chevapatrakul, Thanaset; … - In: Journal of international money and finance 127 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
Cover Image
Credit default swaps as indicators of bank financial distress
Avino, Davide E.; Conlon, Thomas; Cotter, John - In: Journal of international money and finance 94 (2019), pp. 132-139
Persistent link: https://www.econbiz.de/10012135149
Cover Image
Bank credit default swaps and deposit insurance around the world
Liu, Liuling; Zhang, Gaiyan; Fang, Yiwei - In: Journal of international money and finance 69 (2016), pp. 339-363
Persistent link: https://www.econbiz.de/10011712039