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Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis

Alper, C. Emre - 2012

We investigate the pricing of sovereign credit risk over the period 2008-2010 for selected advanced economies by examining two widely-used indicators: sovereign credit default swap (CDS) and relative asset swap (RAS) spreads. Cointegration analysis suggests the existence of an imperfect market...

Persistent link: https://www.econbiz.de/10014396920

Financial liberalization, fiscal prudence and growth : panel evidence from 1980 -2003

Alper, C. Emre; Cakici, S. Meral - In: Open economies review 20 (2009) 4, pp. 509-524

Persistent link: https://www.econbiz.de/10003882402

Volatility and contagion : evidence from the Istanbul stock exchange

Alper, C. Emre; Yılmaz, Kamil - In: Economic systems 28 (2004) 4, pp. 353-367

Persistent link: https://www.econbiz.de/10002769966

A clustering approach to some monetary facts : a long-run analysis of cross-country data

Aleskerov, Fuad T.; Alper, C. Emre - In: The Japanese economic review : the journal of the … 51 (2000) 4, pp. 555-567

Persistent link: https://www.econbiz.de/10001545506

Currency substitution and exchange rate instability : the Turkish case

Akcay, Osman Cevdet - In: European economic review : EER 41 (1997) 3, pp. 827-835

Persistent link: https://www.econbiz.de/10001224860

Correlations of inflation, money and output growths : (an analysis of 114 countries)

Aleskerov, Fuad T. - In: Yapı Kredı economic review : quarterly publ. of … 7 (1996) 2, pp. 3-13

Persistent link: https://www.econbiz.de/10001227423

Pricing of sovereign credit risk : evidence from advanced economies during the financial crisis

Alper, C. Emre; Forni, Lorenzo; Gerard, Marc - In: International finance 16 (2013) 2, pp. 161-188

Persistent link: https://www.econbiz.de/10010206693

Monetary policy implementation and volatility transmission along the yield curve : the case of Kenya

Alper, C. Emre; Morales, R. Armando; Yang, Fan - In: The South African journal of economics 85 (2017) 3, pp. 455-478

Persistent link: https://www.econbiz.de/10011744016

Pricing of Sovereign Credit Risk : Evidence from Advanced Economies During the Financial Crisis

Alper, C. Emre - 2013

Persistent link: https://www.econbiz.de/10013091691

Monetary Policy Implementation and Volatility Transmission Along the Yield Curve : The Case of Kenya

Alper, C. Emre - 2016

This paper analyzes the degree to which volatility in interbank interest rates leads to volatility in financial instruments with longer maturities (e.g., T-bills) in Kenya since 2012, year in which the monetary policy framework switched to a forward-looking approach, relative to seven other...

Persistent link: https://www.econbiz.de/10012977834