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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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An update on EMU sovereign yield spread drivers in times of crisis : a panel data analysis
Gómez Puig, Marta; Sosvilla-Rivero, Simón; … - In: The North American journal of economics and finance : a … 30 (2014), pp. 133-153
Persistent link: https://www.econbiz.de/10010463543
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The conditional dependence structure of insurance sector credit default swap indices
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010463549
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The impact of economic uncertainty and geopolitical risks on bank credit
Demir, Ender; Ozturk Danisman, Gamze - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822240
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Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas; Souza, Ivan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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The COVID-19 pandemic and sovereign bond risk
Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013187640
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Interconnectedness and systemic risk in the US CDS market
Kanno, Masayasu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012666019