Narrow search
Showing 1 - 10 of 14,784
Cover Image
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
Cover Image
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
Cover Image
The effects of fiscal opacity on sovereign credit spreads
Peat, Maurice; Svec, Jiri; Wang, Jue - In: Emerging markets review 24 (2015), pp. 34-45
Persistent link: https://www.econbiz.de/10011538528
Cover Image
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Cover Image
Short-term drivers of sovereign CDS spreads
Takami, Marcelo Yoshio - 2018
Persistent link: https://www.econbiz.de/10011946464
Cover Image
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick - In: Journal of monetary economics 96 (2018), pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Cover Image
Sovereign and bank CDS spreads : two sides of the same coin?
Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85
Persistent link: https://www.econbiz.de/10011299805
Cover Image
Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements
Binici, Mahir; Hutchison, Michael M.; Miao, Evan Weicheng - 2018
Persistent link: https://www.econbiz.de/10011866756
Cover Image
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
Cover Image
Unveiling sovereign effects in European banks CDS spreads variations
Peters, Marc; Pirotte, Hugues E. - 2014
Persistent link: https://www.econbiz.de/10010419101