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Sovereign credit risk dynamics in the European Monetary Union (EMU)
Patra, Theophano; Poshakwale, Sunil S.; Thomas, Vassilis - In: Applied financial economics 24 (2014) 13/15, pp. 1031-1041
Persistent link: https://www.econbiz.de/10010415304
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Sovereign green bond and country value and risk : evidence from European Union countries
Dell'Atti, Stefano; Di Tommaso, Caterina; Pacelli, Vincenzo - In: Journal of international financial management & accounting 33 (2022) 3, pp. 505-521
Persistent link: https://www.econbiz.de/10013463800
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Development of an optimal geographical location index to reduce transfer pricing risks
Melega, Anatol; Grosu, Veronica; Botez, Daniel; … - In: Montenegrin journal of economics 19 (2023) 2, pp. 57-72
Persistent link: https://www.econbiz.de/10014279449
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Anticipating credit events using credit default swaps : an application to sovereign debt crises
Chan-Lau, Jorge A. - In: Credit risk : models, derivatives, and management, (pp. 139-154). 2008
Persistent link: https://www.econbiz.de/10003718345
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Price discovery between sovereign credit default swaps and bond yield spreads of emerging markets
Li, Nan; Huang, Alex - In: Journal of emerging market finance 10 (2011) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10009301364
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CDS pricing and elections in emerging markets
Balding, Christopher - In: Journal of emerging market finance 10 (2011) 2, pp. 121-173
Persistent link: https://www.econbiz.de/10009301372
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Toward a bottom-up approach to assessing sovereign default risk
Altman, Edward I.; Rijken, Herbert A. - In: Journal of applied corporate finance : JACF 23 (2011) 1, pp. 20-31
Persistent link: https://www.econbiz.de/10009008095
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Does the European financial stability facility bail out sovereigns or banks? : an event study
Horváth, Bálint; Huizinga, Harry - 2011 - This draft: October 2011
Persistent link: https://www.econbiz.de/10009376600
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Measuring co-movements of CDS premia during the Greek debt crisis
Andenmatten, Sergio; Brill, Felix - 2011
In this paper we test whether the co-movement of sovereign CDS premia increased significantly after the Greek debt crisis started in October 2009. We perform a bivariate test for contagion that is based on an approach proposed by Forbes and Rigobon (2002). Our sample consists of daily data...
Persistent link: https://www.econbiz.de/10009161447
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The impact of the subprime financial crisis on stock index returns for high- and low-risk countries via CDS indices
Fang, Hao; Lee, Yen-Hsien - In: Investment management and financial innovations 8 (2011) 4, pp. 123-137
Persistent link: https://www.econbiz.de/10009545578