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Political risks and financial markets : emerging vs developed economies
Ghozzi, Bechir Ben; Chaibi, Hasna - In: EuroMed journal of business 17 (2022) 4, pp. 677-697
Persistent link: https://www.econbiz.de/10014325605
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Modeling sovereign credit default swaps volatility at different tenures : an application for Latin American countries
Gamboa-Estrada, Fredy; Romero, José Vicente - In: Borsa Istanbul Review 24 (2024) 4, pp. 772-786
Assessing the dynamics of risk premium measures and their relationship with macroeconomic fundamentals is essential for macroeconomic policymakers and market practitioners. This study analyzes the main determinants of sovereign credit default swaps (SCDS) in Latin America at different tenures,...
Persistent link: https://www.econbiz.de/10014635386
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Global investigation on the country-level idiosyncratic volatility and its determinants
Caglayan, Mustafa O.; Xue, Wenjun; Zhang, Liwen - In: Journal of empirical finance 55 (2020), pp. 143-160
Persistent link: https://www.econbiz.de/10012175331
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Country risk dynamics and stock market volatility : evidence from the JSE cross-sector analysis
Vengesai, Edson; Obalade, Adefemi Alamu; Muzindutsi, … - In: Journal of Economics and Financial Analysis 5 (2021) 2, pp. 43-62
Persistent link: https://www.econbiz.de/10013350477
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Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
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Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
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Sovereign credit ratings, market volatility, and financial gains
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim - 2014
Persistent link: https://www.econbiz.de/10011554962
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Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.; Yao, Chengxue - In: Applied economics 46 (2014) 13/15, pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
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Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis
Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10009615550
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Modelling the riskiness in country risk ratings
Hoti, Suhejla; McAleer, Michael - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002524796