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The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads
Adler, Michael; Song, Jeong - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10008702370
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Spillovers and contagion in the sovereign CDS market
Adam, Michał - In: Bank i kredyt 44 (2013) 6, pp. 571-604
Persistent link: https://www.econbiz.de/10010339876
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Time-varying co-movements and contagion effects in Asian sovereign CDS markets
Cho, Daehyoung; Choi, Kyongwook - In: Journal of East Asian economic integration 19 (2015) 4, pp. 357-379
Persistent link: https://www.econbiz.de/10011434876
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How do global investors differentiate between sovereign risks : the new normal versus the old
Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - 2016
Persistent link: https://www.econbiz.de/10011439801
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Fundamentals and sovereign risk of emerging markets
Aizenman, Joshua; Jinjarak, Yothin; Park, Donghyun - In: Pacific economic review 21 (2016) 2, pp. 151-177
Persistent link: https://www.econbiz.de/10011490633
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The dynamics of sovereign credit default swaps and the evolution of the financial crisis in selected Central European economies
Kliber, Agata - In: Finance a úvěr 64 (2014) 4, pp. 330-350
Persistent link: https://www.econbiz.de/10010399918
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Sovereign credit default swaps as currency safe havens
Ratner, Mitchell; Chiu, Chih-Chieh - In: Journal of emerging markets 18 (2013) 3, pp. 7-17
Persistent link: https://www.econbiz.de/10010457531
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Systemic sovereign risk and asset prices : evidence from the CDS market, stressed European economies and nonlinear causality tests
Apergēs, Nikolaos; Ajmi, Ahdi Noomen - In: Finance a úvěr 65 (2015) 2, pp. 127-143
Persistent link: https://www.econbiz.de/10010501896
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Daily pricing of emerging market sovereign CDS before and during the global financial crisis
Fender, Ingo; Hayo, Bernd; Neuenkirchen, Matthias - In: Journal of banking & finance 36 (2012) 10, pp. 2786-2794
Persistent link: https://www.econbiz.de/10009673246
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Fundamentals and Sovereign Risk of Emerging Markets
Aizenman, Joshua - 2013
We empirically assess the relative importance of various economic fundamentals in accounting for the sovereign credit default swap (CDS) spreads of emerging markets during 2004-2012, which encompasses the global financial crisis of 2008-2009. Inflation, state fragility, external debt, and...
Persistent link: https://www.econbiz.de/10013083389