Similar Search Results - EconBiz

Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis

Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271

Persistent link: https://www.econbiz.de/10009702942

Financial market linkages and the sovereign debt crisis

Campos-Martins, Susana; Amado, Cristina - 2021

Persistent link: https://www.econbiz.de/10012696986

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

(SCDS) in Latin America at different tenures, focusing on their volatility. Using a component generalized autoregressive … conditional heteroskedasticity model, it decomposes volatility into permanent and transitory components. It finds that the … permanent component of SCDS volatility in all tenures was higher and more persistent during the Global Financial Crisis than …

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

Sovereign risk and the impact of crisis : evidence from Latin America

Batten, Jonathan A.; Gannon, Gerard L.; Thuraisamy, … - In: Journal of banking & finance 77 (2017), pp. 328-350

Persistent link: https://www.econbiz.de/10011814792

Improving sovereign debt restructurings

Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - 2022

Persistent link: https://www.econbiz.de/10013268205

Improving sovereign debt restructurings

Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - 2022

Persistent link: https://www.econbiz.de/10013184866

Testing for weak-level efficiency in the secondary market for developing country debt

Webster, Thomas J. - In: The journal of applied business research 11 (1994) 1, pp. 73-80

Persistent link: https://www.econbiz.de/10001176422

Analysis of the yield on foreign exchange bearer certificates : rationality and financial behavior in Pakistan

Abdel-Motaal, Karim Kamal - 1994

Persistent link: https://www.econbiz.de/10013425394

Insider trading on Ottoman sovereign default : the Ottoman General Debt Bond at European and İstanbul financial markets

Hanedar, Avni Önder; Hanedar, Elmas Yaldız; Göktan, … - In: Finance research letters 47 (2022) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10013553838

A database : how the euro crisis ended: not with a (fiscal) bang but a whimper

Köhler, Ekkehard A.; Hirsch, Patrick; Palhuca, Leonardo - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1422-1441

Persistent link: https://www.econbiz.de/10014446632

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