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The Role of Macroeconomic News in Sovereign CDS Markets : Domestic and Spillover News Effects from the U.S., the Eurozone and China
Kim, Suk-Joong - 2015
The impact of domestic and spillover macroeconomic news from the U.S., the Eurozone and China on national sovereign … spread volatility and they are also economically more important than bad news. Bad news from China and the Eurozone generally …
Persistent link: https://www.econbiz.de/10013023253
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The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong; Salem, Leith; Wu, Eliza - In: Journal of financial stability 18 (2015), pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
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Monetary policy spillovers and emerging market credit : the impact of Federal Reserve communications on sovereign CDS spreads
Fender, Ingo; Hayo, Bernd; Neuenkirch, Matthias - 2011
In this paper, we study the effects of US target rate changes and related communications by members of the Federal Reserve Board of Governors on spreads for emerging market sovereign credit default swaps (CDS). Using GARCH models, we find that during the pre-financial crisis sub-sample (April...
Persistent link: https://www.econbiz.de/10009304122
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Option-adjusted delta credit spreads : a cross-country analysis
Becchetti, Leonardo; Carpentieri, Andrea; Hasan, Iftekhar - In: European financial management : the journal of the … 18 (2012) 2, pp. 183-217
Persistent link: https://www.econbiz.de/10009531492
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Three essays on corporate financing
Wang, Lulu - 2014
Persistent link: https://www.econbiz.de/10010414476
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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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Yield curve dynamics and spillovers in Central and Eastern European countries
Hoffmaister, Alexander W.; Roldós, Jorge E.; Tuladhar, … - 2010
Persistent link: https://www.econbiz.de/10003963460
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Ursprünge der Finanzkrise : fremdverschuldete und selbstverschuldete Komponenten
Ebner, Gernot - In: Die Finanzkrise aus internationaler und …, (pp. 117-135). 2011
Persistent link: https://www.econbiz.de/10009377272
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Changes in international business cycle affiliations
Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - 2009
Persistent link: https://www.econbiz.de/10003935265
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Von der amerikanischen "Subprime-Crisis" (2007) zum permanenten "Europäischen Stabilitätsmechanismus" (2013 f..)
Hummer, Waldemar - In: Die Finanzkrise aus internationaler und …, (pp. 231-389). 2011
Persistent link: https://www.econbiz.de/10009377252