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Country risk and expected returns across global equity markets

Zaremba, Adam - In: Finance a úvěr 68 (2018) 4, pp. 374-398

Persistent link: https://www.econbiz.de/10011919795

Does country risks predict stock returns and volatility? : evidence from a nonparametric approach

Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195

Persistent link: https://www.econbiz.de/10011760918

Essays on current account dynamics and multiple equilibrium in open economies

Pereira, Rodrigo Mendes - 2005

Persistent link: https://www.econbiz.de/10003380875

Liquidity and credit premia in the yields of highly-rated sovereign bonds

Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173

Persistent link: https://www.econbiz.de/10011556864

Sovereign bond spreads and credit sensitivity

Schefer, Ricardo - 2020

Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on...

Persistent link: https://www.econbiz.de/10012307696