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Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun; Chen, Chun-Da; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 89 (2024) 2, pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás - In: Economics of emerging markets, (pp. 277-316). 2008
Persistent link: https://www.econbiz.de/10003683654
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Spillovers and contagion in the sovereign CDS market
Adam, Michał - In: Bank i kredyt 44 (2013) 6, pp. 571-604
Persistent link: https://www.econbiz.de/10010339876
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How do global investors differentiate between sovereign risks : the new normal versus the old
Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - 2016
Persistent link: https://www.econbiz.de/10011439801
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Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás - 2012
Persistent link: https://www.econbiz.de/10009580831
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The Anatomy of Sovereign Credit Contagion
Kalotychou, Elena - 2015
We analyze the channels for the cross-border propagation of sovereign credit risk in the international sovereign debt market. We study sovereign credit contagion through the immediate effects of credit events as defined by CDS spread jumps on the credit spreads of other regional sovereigns and...
Persistent link: https://www.econbiz.de/10013019398
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Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries
Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011647047
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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772