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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

An analysis of the informational value of sovereign credit ratings

Lim, Kok-Tiong; Teng, Kwek Kian - In: Malaysian journal of economic studies 58 (2021) 1, pp. 85-97

Persistent link: https://www.econbiz.de/10013258847

ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk

Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245

Persistent link: https://www.econbiz.de/10013362444

Mispricing of sovereign risk and investor herding in African debt markets

Morsy, Hanan; Moustafa, Eman - 2020

Persistent link: https://www.econbiz.de/10012220650

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

Regulatory ratios, CDS spreads, and credit ratings in a favorable economic environment

Handorf, William Charles - In: Journal of banking regulation 18 (2017) 3, pp. 268-285

Persistent link: https://www.econbiz.de/10012010236

Market reactions to credit risk changes

Wengner, Andreas - 2014

Persistent link: https://www.econbiz.de/10010474985

Credit risk signals in CDS market vs agency ratings

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; Layish, … - In: Journal of risk finance : the convergence of financial … 17 (2016) 2, pp. 194-217

Persistent link: https://www.econbiz.de/10011628302

The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market

Drago, Danilo; Gallo, Raffaele - In: Journal of international money and finance 67 (2016), pp. 264-286

Persistent link: https://www.econbiz.de/10011711628

Evaluating corporate credit risks in emerging markets

Dodd, Olga; Kalimipalli, Madhu; Chan, Wing Hong - In: International review of financial analysis 73 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803607