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Do sovereign ratings cause instability in cross-border emerging CDS markets?

Ballester, Laura; González-Urteaga, Ana - In: International review of economics & finance : IREF 72 (2021), pp. 643-663

Persistent link: https://www.econbiz.de/10012672072

The impact of sovereign credit rating news on credit default swap spreads

Gürsoy, Övünç; Avcı, Emin - In: Journal of East-West business 29 (2023) 2, pp. 97-113

Persistent link: https://www.econbiz.de/10014289407

Is to forgive to forget? : sovereign risk in the aftermath of a default

Marchesi, Silvia; Masi, Tania; Bomprezzi, Pietro - 2021

Persistent link: https://www.econbiz.de/10012696055

Do markets value ESG risks in sovereign credit curves?

Hübel, Benjamin - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 134-148

Persistent link: https://www.econbiz.de/10013336084

An analysis of the informational value of sovereign credit ratings

Lim, Kok-Tiong; Teng, Kwek Kian - In: Malaysian journal of economic studies 58 (2021) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10013258847

Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis

Téllez, Cecilia; Martín García, Margarita; Ramón … - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 58-78

This article presents an analysis of the possible relationship between the spreads of sovereign bonds and the premia of credit default swaps (CDS) to determine whether they are useful tools for the measurement of the sovereign risk either separately or by taking into account the joint evolution...

Persistent link: https://www.econbiz.de/10012436652