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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

The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets

Mili, Mehdi - In: Research in international business and finance 48 (2019), pp. 187-200

Persistent link: https://www.econbiz.de/10012135869

Impact of QE on European sovereign bond market

Martin, Franck; Zhang, Jiangxingyun - 2017

Persistent link: https://www.econbiz.de/10011712977

The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - 2016 - This version: February 11, 2016

The theoretical literature remains inconclusive on whether changes in bank exposure towards the domestic sovereign have an adverse effect on the sovereign risk position via a diabolic loop in the sovereign-bank nexus or reduce perceived default risk by acting as a disciplinary device for the...

Persistent link: https://www.econbiz.de/10011436025

Time-varying price discovery in sovereign credit markets

Guidolin, Massimo; Pedio, Manuela; Tosi, Alessandra - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012485013

The state dependent impact of bank exposure on sovereign risk

Podstawski, Maximilian; Velinov, Anton - In: Journal of banking & finance 88 (2018), pp. 63-75

Persistent link: https://www.econbiz.de/10011962583

Panel multi-predictor test procedures with an application to emerging market sovereign risk

Westerlund, Joakim; Thuraisamy, Kannan Sivananthan - In: Emerging markets review 28 (2016), pp. 44-60

Persistent link: https://www.econbiz.de/10011670975

Sovereign risk evaluation for European Union countries

Agiakloglou, Christos N.; Deligiannakis, Emmanouil - In: Journal of international money and finance 103 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012392522

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation

Afonso, António; Arghyrou, Michael Georgiou; … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 49-56

Persistent link: https://www.econbiz.de/10010470962

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