Narrow search
Showing 1 - 10 of 2,520
Cover Image
Searching for the EMU core member countries
Basse, Tobias - In: European journal of political economy 34 (2014), pp. 32-39
Persistent link: https://www.econbiz.de/10011283956
Cover Image
Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
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
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
Cover Image
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
Cover Image
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo; Pedio, Manuela; Tosi, Alessandra - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Cover Image
The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
Eller, Markus; Reininger, Thomas - In: Focus on European economic integration (2016) 2, pp. 54-78
Persistent link: https://www.econbiz.de/10011672403
Cover Image
Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
Cover Image
News-based indices on country fundamentals : do they help explain sovereign credit spread fluctuations?
Fulop, Andras; Kocsis, Zalán - 2018
This paper revisits the discussion about the role that fundamentals play in asset prices using sovereign credit spread data. We augment the standard macroeconomic proxy set by text-based measures of country and global fundamentals from a database of Reuters news articles between 2007 and 2016....
Persistent link: https://www.econbiz.de/10011798857
Cover Image
Interest rate convergence, sovereign credit risk and the European debt crisis : a survey
Gruppe, Mario; Basse, Tobias; Friedrich, Meik; Lange, … - In: Journal of risk finance : the convergence of financial … 18 (2017) 4, pp. 432-442
Persistent link: https://www.econbiz.de/10011782720