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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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A dynamic correlation analysis of financial contagion : evidence from the Eurozone stock markets
Trabelsi, Mohamed Ali; Hmida, Salma - In: Entrepreneurial business and economics review : EBER 6 (2018) 3, pp. 129-141
Persistent link: https://www.econbiz.de/10012025384
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Safe haven or contagion? : the disparate effects of Euro-zone crises on non-Euro-zone neighbours
Bird, Graham R.; Du, Wenti; Pentecost, Eric J.; … - In: Applied economics 49 (2017) 59, pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
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Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios; Stavroyiannis, Stavros - In: Research in international business and finance 42 (2017), pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
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Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir; Gupta, Rangan; Balcilar, Mehmet - In: Research in international business and finance 42 (2017), pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
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Non-parametric quantile dependencies between volatility discontinuities and political risk
Gillas, Konstantinos Gkillas; Boako, Gideon; … - In: Finance research letters 32 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430652
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Modelling CDS volatility at different tenures: an application for Latin-American countries
Gamboa-Estrada, Fredy; Romero, José Vicente - 2022
Persistent link: https://www.econbiz.de/10013327085
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The informational content of sovereign credit rating : another look
Nakai, Fathi; Chebbi, Tarek - In: The journal of asset management : a major new, … 24 (2023) 5, pp. 353-373
Persistent link: https://www.econbiz.de/10014325413
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A GPS navigator to monitor risks in emerging economies : the vulnerability dashboard
Alonso Alvarez, Irma; Molina, Luis - 2021
Persistent link: https://www.econbiz.de/10012703113
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Emerging from war : public policy and patterns of foreign direct investment recovery in postwar environments
Moore, Robert J. - In: Journal of International Business Policy : JIBP 4 (2021) 4, pp. 455-475
Persistent link: https://www.econbiz.de/10012661509