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Endogenous political turnover and fluctuations in sovereign default risk
Chatterjee, Satyajit; Eyigungor, Burcu - In: Journal of international economics 117 (2019), pp. 37-50
Persistent link: https://www.econbiz.de/10012295773
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Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
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Sovereign default risk and volatility
Daude, Christian - In: Economics letters 114 (2012) 1, pp. 47-50
Persistent link: https://www.econbiz.de/10009517287
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Volatility and sovereign default
Lambertini, Luisa - 2001
Persistent link: https://www.econbiz.de/10003887048
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Volatility and Sovereign Default
Lambertini, Luisa - 2009
Over and over again, history shows that countries default on external debt when their economies experience a downturn. This paper presents a theoretical model of international lending that is consistent with this evidence. Productivity is stochastic and international capital markets are...
Persistent link: https://www.econbiz.de/10013157084
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Interest rate uncertainty and sovereign default risk
Johri, Alok; Khan, Shahed; Sosa Padilla, César - In: Journal of international economics 139 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014281820
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Persistence of volatility of sovereign credit risk in presence of structural breaks
Ngene, Geoffrey; Carley, Hannah; Hassan, Mohammad Kabir - In: Journal of derivatives & hedge funds 20 (2014) 1, pp. 10-27
Persistent link: https://www.econbiz.de/10010463011
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State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul; Easton, Steve - In: Pacific-Basin finance journal 50 (2018), pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
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The impact of distressed economies on the EU sovereign market
Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
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From volatility to stability : understanding the role of macroeconomic factors in sovereign CDS spreads
Alqaralleh, Huthaifa - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 665-707
Persistent link: https://www.econbiz.de/10015070264