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Volatility and sovereign default
Lambertini, Luisa - 2001
Persistent link: https://www.econbiz.de/10003887048
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Sovereign debt sustainability in advanced economies
Collard, Fabrice; Habib, Michel Antoine; Rochet, … - In: Journal of the European Economic Association 13 (2015) 3, pp. 381-420
Persistent link: https://www.econbiz.de/10011405313
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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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Commodity prices and development
Grynberg, Roman (ed.); Newton, Samantha (contributor) - 2007
Persistent link: https://www.econbiz.de/10003489673
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Uma investigação sobre os co-movimentos na volatilidade dos par bonds latino-americanos
Morais, Igor A. C. de; Portugal, Marcelo Savino - In: Revista brasileira de economia : RBE ; revista da … 55 (2001) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001592214
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The implied bail-in probability in the contingent convertible securities market
Kazato, Masayuki; Yamada, Tetsuya - In: Monetary and economic studies 36 (2018), pp. 57-80
Persistent link: https://www.econbiz.de/10012003125
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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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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