Narrow search
Showing 1 - 10 of 489
Cover Image
Spillovers between sovereign CDS and exchange rate markets : the role of market fear
Feng, Qianqian; Sun, Xiaolei; Liu, Chang; Li, Jianping - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
Cover Image
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
Cover Image
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Cover Image
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Cover Image
Sovereign credit rating : evidence of bias against poor countries
Tennant, David; Tracey, Marlon R.; King, Damien - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012658989
Cover Image
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas; Maia, João Pedro Neves - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Cover Image
A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 32 (2015), pp. 98-123
Persistent link: https://www.econbiz.de/10011514449
Cover Image
Market perception of sovereign credit risk in the euro area during the financial crisis
Camba-Méndez, Gonzalo; Serwa, Dobromił - In: The North American journal of economics and finance : a … 37 (2016), pp. 168-189
Persistent link: https://www.econbiz.de/10011672946
Cover Image
Sovereign default risk in OECD countries : do global factors matter?
Ordoñez-Callamand, Daniel; Gómez González, José Eduardo - In: The North American journal of economics and finance : a … 42 (2017), pp. 629-639
Persistent link: https://www.econbiz.de/10011938215
Cover Image
Development threshold, capital flows, and financial turbulence
Ding, Ding; Jinjarak, Yothin - In: The North American journal of economics and finance : a … 23 (2012) 3, pp. 365-385
Persistent link: https://www.econbiz.de/10009704509