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Time-varying betas in Central and Eastern European markets: a bivariate BEKK GARCH approach

Anton, Sorin Gabriel; Ochem, Marie - In: International journal of economic policy in emerging … 6 (2013) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10009790510

Do sovereign rating announcements have an impact on regional stock market co-movements? : the case of Central and Eastern Europe

Sensoy, Ahmet; Eraslan, Veysel; Erturk, Mutahhar - In: Economic systems 40 (2016) 4, pp. 552-567

Persistent link: https://www.econbiz.de/10011668501

Political risks and financial markets : emerging vs developed economies

Ghozzi, Bechir Ben; Chaibi, Hasna - In: EuroMed journal of business 17 (2022) 4, pp. 677-697

Persistent link: https://www.econbiz.de/10014325605

Modeling sovereign credit default swaps volatility at different tenures : an application for Latin American countries

Gamboa-Estrada, Fredy; Romero, José Vicente - In: Borsa Istanbul Review 24 (2024) 4, pp. 772-786

Assessing the dynamics of risk premium measures and their relationship with macroeconomic fundamentals is essential for macroeconomic policymakers and market practitioners. This study analyzes the main determinants of sovereign credit default swaps (SCDS) in Latin America at different tenures,...

Persistent link: https://www.econbiz.de/10014635386

Essays in empirical finance : volatility, interdependencies, and risk in emerging markets

Johansson, Anders C. - 2007

Persistent link: https://www.econbiz.de/10013382940

Global investigation on the country-level idiosyncratic volatility and its determinants

Caglayan, Mustafa O.; Xue, Wenjun; Zhang, Liwen - In: Journal of empirical finance 55 (2020), pp. 143-160

Persistent link: https://www.econbiz.de/10012175331

Country risk dynamics and stock market volatility : evidence from the JSE cross-sector analysis

Vengesai, Edson; Obalade, Adefemi Alamu; Muzindutsi, … - In: Journal of Economics and Financial Analysis 5 (2021) 2, pp. 43-62

Persistent link: https://www.econbiz.de/10013350477

International reserves holding and the political risk : evidence from selected emerging economies

Siti Nurazira Mohd Daud; Ahmad, Abd Halim - In: Global business & economics review 16 (2014) 3, pp. 332-348

Persistent link: https://www.econbiz.de/10010495723

Country risk, macroeconomic fundamentals and uncertainty in Latin American economies

Acosta, Ali!; Barráez, Daniel; Pérez, Danyira; … - In: Monetaria : English edition 3 (2015) 2, pp. 147-174

Persistent link: https://www.econbiz.de/10011580926

Value premium and country risk as conditional risk factors in major Latin American markets

Medeiros, Lilian de Castro; Bressan, Aureliano Angel - In: Latin American business review : journal of the … 16 (2015) 3, pp. 227-254

Persistent link: https://www.econbiz.de/10011392406

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