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Forecasting sovereign risk perception of Brazilian bonds : an evaluation of machine learning prediction accuracy

Oliveira, Diego Silveira Pacheco de; Montes, Gabriel Caldas - In: International journal of emerging markets 18 (2023) 10, pp. 3414-3436

Persistent link: https://www.econbiz.de/10014452323

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

Sovereign credit ratings, the macroeconomy and credit default swap spreads

Liu, Yang; Morley, Bruce - In: Brussels economic review 56 (2013) 3/4, pp. 335-348

Persistent link: https://www.econbiz.de/10010399098

Financial risk management and climate change risk

Scalia, Antonio - In: Financial Risk Management and Climate Change Risk : The …, (pp. 1-11). 2023

Persistent link: https://www.econbiz.de/10014369593

The price of haircuts : private and official default

Marchesi, Silvia; Masi, Tania; Bomprezzi, Pietro - 2021

Persistent link: https://www.econbiz.de/10012873363

Emerging market sovereign bond spreads, credit ratings and global financial crisis

Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101

Persistent link: https://www.econbiz.de/10011647772

The price of haircuts : private and official default

Marchesi, Silvia; Masi, Tania - 2020

Persistent link: https://www.econbiz.de/10012176633

The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks

Sonenshine, Ralph; Kumari, Sapna - In: Journal of economics & business 120 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013439864

Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors

Fong, Tom; Li, Ka-Fei; Fu, John - 2015

Persistent link: https://www.econbiz.de/10012200130

The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe

Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10011403191

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