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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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Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Téllez, Cecilia; Martín García, Margarita; Ramón … - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 58-78
This article presents an analysis of the possible relationship between the spreads of sovereign bonds and the premia of credit default swaps (CDS) to determine whether they are useful tools for the measurement of the sovereign risk either separately or by taking into account the joint evolution...
Persistent link: https://www.econbiz.de/10012436652
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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
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Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
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Short-term drivers of sovereign CDS spreads
Takami, Marcelo Yoshio - 2018
Persistent link: https://www.econbiz.de/10011946464
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The impact of distressed economies on the EU sovereign market
Groba, Jonatan; Lafuente, Juan Angel; Serrano, Pedro - In: Journal of banking & finance 37 (2013) 7, pp. 2520-2532
Persistent link: https://www.econbiz.de/10009760595
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Sovereign probabilities of default in the euro area
Jobst, Rainer - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick - In: Journal of monetary economics 96 (2018), pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
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Sovereign and bank CDS spreads : two sides of the same coin?
Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85
Persistent link: https://www.econbiz.de/10011299805
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Are credit rating agencies discredited? : measuring market price effects from agency sovereign debt announcements
Binici, Mahir; Hutchison, Michael M.; Miao, Evan Weicheng - 2018
Persistent link: https://www.econbiz.de/10011866756