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Sovereign and bank interdependencies : evidence from the CDS market
Yu, Sherry - In: Research in international business and finance 39 (2017), pp. 68-84
Persistent link: https://www.econbiz.de/10011876438
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Catão, Luis; Mano, Rui C. - In: Journal of international economics 107 (2017), pp. 91-110
Persistent link: https://www.econbiz.de/10011753764
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The anatomy of sovereign risk contagion
Wu, Eliza; Erdem, Magdalena; Kalotychou, Elena; … - In: Journal of international money and finance 69 (2016), pp. 264-286
Persistent link: https://www.econbiz.de/10011712035
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Sovereign risk and financial risk
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - In: Journal of international economics 136 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013431586
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Risks of Latin America sovereign debts before and after the financial crisis
Wang, Alan T.; Yao, Chengxue - In: Applied economics 46 (2014) 13/15, pp. 1665-1676
Persistent link: https://www.econbiz.de/10010412883
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Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
Gevorkyan, Arkady; Semmler, Willi - In: Empirica : journal of european economics 43 (2016) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011647706
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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
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Chapter 21. Quantitative Models of Sovereign Debt Crises
Aguiar, M.; Chatterjee, S.; Cole, H.; Stangebye, Z. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 1697-1755). 2016
This chapter is on quantitative models of sovereign debt crises in emerging economies. We interpret debt crises broadly to cover all of the major problems a country can experience while trying to issue new debt, including default, sharp increases in the spread and failed auctions. We examine the...
Persistent link: https://www.econbiz.de/10014024275
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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh; Milidonis, Andreas; Zenios, Stauros Andrea - In: Journal of financial stability 70 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014490472