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The euro crisis and contagion among Central and Eastern European currencies : recommendations for avoiding lending in a safe haven currency such as CHF
Kiss, Gábor Dávid; Schuszter, Tamás - In: Prague economic papers : a bimonthly journal of … 24 (2015) 6, pp. 678-698
Persistent link: https://www.econbiz.de/10011415589
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Essays on economic crises and institutions
Thaicharoen, Yunyong - 2002
Persistent link: https://www.econbiz.de/10001742598
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Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt
Bußmann, Philip - 2016
Persistent link: https://www.econbiz.de/10011454959
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Country default probabilities : assessing and backtesting
Karmann, Alexander; Huschens, Stefan; Maltritz, Dominik; … - 2006
We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries. In this context, only few and heterogeneous default probabilities are...
Persistent link: https://www.econbiz.de/10003385606
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Country default probabilities : assessing and backtesting
Huschens, Stefan; Karmann, Alexander; Maltritz, Dominik; … - 2006
Persistent link: https://www.econbiz.de/10003391283
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Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R.; Du, Wenti; Pentecost, Eric J.; … - In: Applied economics 49 (2017) 59, pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
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Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets
Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224
Persistent link: https://www.econbiz.de/10011949603
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"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds
Karmann, Alexander; Plate, Mike - In: Datamining und computational finance : Ergebnisse des …, (pp. 43-50). 2000
Persistent link: https://www.econbiz.de/10001484234
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Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander; Maltritz, Dominik - In: Credit risk : measurement, evaluation and management ; …, (pp. 91-109). 2003
Persistent link: https://www.econbiz.de/10002001473
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Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis
Karmann, Alexander - In: Financial structure and stability, (pp. 232-244). 2000
Persistent link: https://www.econbiz.de/10001520923