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The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
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The impact of distressed economies on the EU sovereign market
Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
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Sovereign probabilities of default in the euro area
Jobst, Rainer - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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Unveiling sovereign effects in European banks CDS spreads variations
Peters, Marc; Pirotte, Hugues E. - 2014
Persistent link: https://www.econbiz.de/10010419101
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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Is to forgive to forget? : sovereign risk in the aftermath of a default
Marchesi, Silvia; Masi, Tania; Bomprezzi, Pietro - 2021
Persistent link: https://www.econbiz.de/10012696055
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Sovereign Default Risk Premia : Evidence from the Default Swap Market
Zinna, Gabriele - 2009
This study explores the risk premia embedded in sovereign default swaps using a term structure model. The risk premia remunerate investors for unexpected changes in the default intensity. A number of interesting results emerge from the analysis. First, the risk premia contribution to the spreads...
Persistent link: https://www.econbiz.de/10013153694
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Defaultable sovereign debts with macroeconomic conditions and periodic news
Li, Weiping - In: International journal of financial engineering 8 (2021) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10012654826
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Debt sustainability and the terms of official support
Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2018
Persistent link: https://www.econbiz.de/10012037784
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Do sovergeign credit default swaps represent a clean measure of sovereign default risk? : a factor model approach
Badaoui, Saad; Cathcart, Lara; Jahel, Lina el - In: Journal of banking & finance 37 (2013) 7, pp. 2392-2407
Persistent link: https://www.econbiz.de/10009760637