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Fiscal stimulus and commercial bank lending under COVID-19

Aizenman, Joshua; Jinjarak, Yothin; Spiegel, Mark - 2022

Persistent link: https://www.econbiz.de/10013167861

What is the risk of European sovereign debt defaults? : fiscal space, CDS spreads and market mispricing of risk

Aizenman, Joshua; Hutchison, Michael M.; Jinjarak, Yothin - 2011

We estimate the pricing of sovereign risk for a large number of countries within and outside of Europe, before and after the global financial crisis, based on fiscal space and other economic fundamentals. We measure how accurately the model predicts CDS spreads based on fundamentals, and...

Persistent link: https://www.econbiz.de/10008857043

What is the risk of European sovereign debt defaults? : fiscal space, CDS spreads and market pricing of risk

Aizenman, Joshua; Hutchison, Michael M.; Jinjarak, Yothin - 2011

Persistent link: https://www.econbiz.de/10009312766

What is the risk of European sovereign debt defaults? : fiscal space, CDS spreads and market pricing of risk

Aizenman, Joshua; Hutchison, Michael M.; Jinjarak, Yothin - In: Journal of international money and finance 34 (2013), pp. 37-59

Persistent link: https://www.econbiz.de/10009751131

International reserves and swap lines in times of financial distress

Aizenman, Joshua - In: The global financial crisis and Asia : implications and …, (pp. 292-313). 2012

Persistent link: https://www.econbiz.de/10009680777

What is the risk of European sovereign debt defaults? : fiscal space, CDS spreads and market pricing of ristk

Aizenman, Joshua; Hutchison, Michael M.; Jinjarak, Yothin - 2011

We estimate the pricing of sovereign risk for sixty countries based on fiscal space (debt/tax; deficits/tax) and other economic fundamentals over 2005-10. We measure how accurately the model predicts sovereign credit default swap (CDS) spreads, focusing in particular on the five countries in the...