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News and sovereign default risk in small open economies
Durdu, Ceyhun Bora; Nunes, Ricardo da Costa; Sapriza, … - 2010
Persistent link: https://www.econbiz.de/10009550964
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News and sovereign default risk in small open economies
Durdu, Ceyhun Bora; Nunes, Ricardo; Sapriza, Horacio - 2013
This paper builds a model of sovereign debt in which default risk, interest rates, and debt depend not only on current fundamentals but also on news about future fundamentals. News shocks affect equilibrium outcomes because they contain information about the likelihood that the government repays...
Persistent link: https://www.econbiz.de/10009732240
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News and sovereign default risk in small open economies
Durdu, Ceyhun Bora; Nunes, Ricardo da Costa; Sapriza, … - In: Journal of international economics 91 (2013) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009793160
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Bad debt provisions and intra-industry information transfer in the banking sector
Diaz, Carlos - In: European accounting review 5 (1996) 4, pp. 625-650
Persistent link: https://www.econbiz.de/10001214276
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Modelling international sovereign risk information spillovers : a multilayer network approach
Liu, Peipei; Huang, Wei-Qiang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014225730
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News and Sovereign Default Risk in Small Open Economies
Durdu, Ceyhun Bora - 2010
This paper builds a model of sovereign debt in which default risk, interest rates, and debt depend not only on current fundamentals but also on news about future fundamentals. News shocks affect equilibrium outcomes because they contain information about the future ability of the government to...
Persistent link: https://www.econbiz.de/10013141915
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Risk premia in the sovereign loan market
Farazli, Jeannine M. - 1992
Persistent link: https://www.econbiz.de/10000836775
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Bericht der Kommission an die Haushaltsbehörde über die Garantien aus dem Gesamthaushaltsplan / Kommission der Europäischen Gemeinschaften
Europäische Kommission - 1993-2010: Luxemburg : Amt für Amtliche … - Nachgewiesen 1992(1993) - 2009(2010),Juni
Persistent link: https://www.econbiz.de/10000588183
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Monetary integration and the cost of borrowing
Gómez Puig, Marta - In: Journal of international money and finance 27 (2008) 3, pp. 455-479
Persistent link: https://www.econbiz.de/10003717259
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The agricultural export-growth nexus in the EU-27 and the country risk
Sassi, Maria - 2008
Persistent link: https://www.econbiz.de/10003757755