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Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Naifar, Nader; Shahzad, Syed Jawad Hussain; Hammoudeh, … - In: Energy economics 88 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012516238
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Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors
Fong, Tom; Li, Ka-Fei; Fu, John - 2015
Persistent link: https://www.econbiz.de/10012200130
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An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan; Lee, Sangki - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
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The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong; Wang, Xinjie; Xiao, Yaqing; Xu, Weike; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
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Economic policy uncertainty and the volatility of sovereign CDS spreads
Raunig, Burkhard - 2018
Persistent link: https://www.econbiz.de/10011820277
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Oil price uncertainty and sovereign risk : evidence from Asian economies
Sharma, Susan Sunila; Thuraisamy, Kannan - In: Journal of Asian economics 28 (2013), pp. 51-57
Persistent link: https://www.econbiz.de/10010400868
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Political uncertainty and a firm's credit risk : evidence from the international CDS market
Liu, Jinyu; Zhong, Rui - In: Journal of financial stability 30 (2017), pp. 53-66
Persistent link: https://www.econbiz.de/10011825590
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Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena; Wang, Xu - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014341007
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Sovereign credit default swaps and U.S. economic policy uncertainty after the global financial crisis
Inoguchi, Masahiro - In: Global Financial Flows in the Pre- and Post-global …, (pp. 113-141). 2022
Persistent link: https://www.econbiz.de/10013448159
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Sovereign Risk and Financial Risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - 2021
In this paper, we study the interplay between sovereign risk and global financial risk. We show that a substantial portion of the comovement among sovereign spreads is accounted for by changes in global financial risk. We construct bond-level sovereign spreads for dollar-denominated bonds issued...
Persistent link: https://www.econbiz.de/10012792718