liability side, allowing investors sell domestic and foreign bonds and capturing changes in counterparty risk in a stylized way … prices are mainly affected by financiers' concern for counterparty risk: impact effects are deep and in line with the terms … cumulative effects have instead more mixed results on fluctuations. -- borrowing limits ; counterparty risk ; financial flows …

economy, reflecting borrowers' credit risk. The new analytical results are as follows. First, agents choose endogenously how …' funding. As for portfolios, secured bonds have particularly effective hedging properties in managing the terms of trade risk … source of risk which cannot be internationally diversified. -- financial flows ; borrowing limits ; creditworthiness ; risk …

liability side, allowing investors sell domestic and foreign bonds and capturing changes in counterparty risk in a stylized way … prices are mainly affected by financiers' concern for counterparty risk: impact effects are deep and in line with the terms …

care for this risk and renounce to a part of the expected excess return - favouring current borrowing. The main …

care for this risk and renounce to a part of the expected excess return - favouring current borrowing. The main …

This study analyses the risk dependence of international stock portfolio based on three risk metrics, namely, the …

international portfolio investments, such as relative market liquidity and relative risk characteristics of assets, are also …

assets matter for the exchange rate sensitivity to changes in global financial market risk tolerance, where debt financing … relationship between banking sector risk intolerance, net external asset positions and exchange rates has, moreover, become …