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Sovereign risk ratings : biased toward developed counties?

Gültekin-Karaka̦s, Derya; Hisarciklilar, Mehtap; … - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 69-87

Persistent link: https://www.econbiz.de/10009313737

The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe

Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10011403191

The nonlinear nature of country risk and its implications for DSGE models

Brzoza-Brzezina, Michał; Kotłowski, Jacek - In: Macroeconomic dynamics 24 (2020) 3, pp. 601-628

Persistent link: https://www.econbiz.de/10012240994

The determinants of sovereign risk premiums in the UK and the European government bond market : the impact of Brexit

Kadiric, Samir - 2020

Persistent link: https://www.econbiz.de/10012244831

Evolution of sovereign rating models in the current crisis

Martín García, Margarita; Téllez, Cecilia; Martín … - In: Revista globalización, competitividad y gobernabilidad … 8 (2014) 1, pp. 16-33

Persistent link: https://www.econbiz.de/10011572749

The determinants of sovereign risk premium in African countries

Mpapalika, Jane; Malikane, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/29, pp. 1-20

This paper investigates the determinants of the sovereign risk premium in African countries. We employ the dynamic fixed effects model to determine the key drivers of sovereign bond spreads. Country-specific effects are fixed and the inclusion of dummy variables using the Bai-Perron multiple...

Persistent link: https://www.econbiz.de/10012022337