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Rare event risk and emerging market debt with heterogeneous beliefs
Dieckmann, Stephan; Gallmeyer, Michael F. - In: Journal of international money and finance 33 (2013), pp. 163-187
Persistent link: https://www.econbiz.de/10009730739
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Credit spreads in illiquid markets : model and implementation
Cortazar, Gonzalo; Schwartz, Eduardo S.; Tapia … - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 53-72
Persistent link: https://www.econbiz.de/10009721136
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The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John; Fratzscher, Marcel - 2012
Persistent link: https://www.econbiz.de/10009679799
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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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The impact of fiscal policy on government bond spreads in emerging markets
Žigman, Ante; Cota, Boris - In: Financial theory and practice 35 (2011) 4, pp. 385-412
Persistent link: https://www.econbiz.de/10009410454
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Determinants of sovereign risk premia for European emerging markets
Dumičić, Mirna; Ridzak, Tomislav - In: Financial theory and practice 35 (2011) 3, pp. 277-299
Persistent link: https://www.econbiz.de/10009410471
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Non-default component of sovereign emerging market yield spreads and its determinants : evidence from the credit default swap market
Küçük, Ugur N. - In: The journal of fixed income 19 (2009/10) 4, pp. 44-66
Persistent link: https://www.econbiz.de/10003970353
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Bank balance sheets and exchange rate regimes in emerging markets
Aysun, Uluc - 2006
Persistent link: https://www.econbiz.de/10003971709
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Balance sheet effects and original sinners’ risk premiums
Tkalec, Marina; Vizek, Maruška; Verbič, Miroslav - In: Economic systems 38 (2014) 4, pp. 597-613
Persistent link: https://www.econbiz.de/10010467339
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Special issue: Emerging markets
Wilkinson, Adrian (contributor) - 2014
Persistent link: https://www.econbiz.de/10010468636