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Beyond spreads : measuring sovereign market stress in the euro area

Garcia de Andoain, Carlos; Kremer, Manfred - In: Economics letters 159 (2017), pp. 153-156

Persistent link: https://www.econbiz.de/10011903478

How connected is the global sovereign credit risk network?

Bostanci, Gorkem; Yılmaz, Kamil - In: Journal of banking & finance 113 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012226141

Early warning system for government debt crisis in developing countries

Wijayanti, Rani; Rachmanira, Sagita - In: Journal of central banking theory and practice 9 (2020), pp. 103-124

This study develops an early warning signal (EWS) of government debt crisis using a panel data consisting of 43 developing countries over the period of 1960 to 2017. It employs two different methods: the noise to signal ratio to capture the signaling power of individual indicators; and the...

Persistent link: https://www.econbiz.de/10012306685

Debt-side governance and the geography of project finance syndicates

Dorobantu, Sinziana; Müllner, Jakob - In: The journal of corporate finance : contracting, … 57 (2019), pp. 161-179

Persistent link: https://www.econbiz.de/10012098868

Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective

Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284

Persistent link: https://www.econbiz.de/10011813829

Managing country risk in an age of globalization : a practical guide to overcoming challenges in a complex world

Bouchet, Michel Henri; Fishkin, Charles A.; Goguel, Amaury - 2018

Persistent link: https://www.econbiz.de/10011849600

Essays on sovereign risk

Buschmann, Christian Friedrich Carl - 2018

Persistent link: https://www.econbiz.de/10012209453

Sovereign risk zones in Europe during and after the debt crisis

Arakelian, Veni; Dellaportas, Petros; Savona, Roberto; … - In: Quantitative finance 19 (2019) 6, pp. 961-980

Persistent link: https://www.econbiz.de/10012194735

Measuring the propagation of financial distress with Granger-causality tail risk networks

Corsi, Fulvio; Lillo, Fabrizio; Pirino, Davide; Trapin, Luca - In: Journal of financial stability 38 (2018), pp. 18-36

Persistent link: https://www.econbiz.de/10012159613

Modelling systemic financial sector and sovereign risk

Gray, Dale; Jobst, Andreas A. - In: Sveriges Riksbank economic review (2011) 2, pp. 68-106

Persistent link: https://www.econbiz.de/10012168577

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