Similar Search Results

Examining what best explains corporate credit risk : accounting-based versus market-based models

Trujillo-Ponce, Antonio; Samaniego-Medina, Reyes; … - In: Journal of business economics and management 15 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010375868

Determinants of sovereign credit risk : the case of Russia

Stolbov, Michail I. - In: Post-communist economies 29 (2017) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10011761724

Sovereign credit ratings, the macroeconomy and credit default swap spreads

Liu, Yang; Morley, Bruce - In: Brussels economic review 56 (2013) 3/4, pp. 335-348

Persistent link: https://www.econbiz.de/10010399098

Rating-based CDS curves

Kolokolova, Olga; Lin, Ming-Tsung; Poon, Ser-Huang - In: The European journal of finance 25 (2019) 7, pp. 689-723

Persistent link: https://www.econbiz.de/10012207024

Stressed distance to default and default risk

Guo, Nan; Li, Lingfei - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 29-48

Persistent link: https://www.econbiz.de/10013549662

It's not time to make a change : sovereign fragility and the corporate credit risk

Fornari, Fabio; Zaghini, Andrea - 2022

Relying on a perspective borrowed from monetary policy announcements and introducing an econometric twist in the traditional event study analysis, we document the existence of an "event risk transfer", namely a significant credit risk transmission from the sovereign to the corporate sector after...