Sovereign Credit Default Swap PremiaPatrick Augustin2012-01-01preprintSSRN Electronic Journal77 citationsgreenNo readable copy stored yet — this record is metadata only.Credit Risk and Financial RegulationsGlobal Financial Crisis and PoliciesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 77 citations exist upstream.References1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps2011How Sovereign Is Sovereign Credit Risk?2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads2008Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market2009The Determinants of Credit Default Swap Premia1999Credit Swap ValuationCited by2016Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences2020Benchmark interest rates when the government is risky2014Credit default swaps and the market for sovereign debt2014Sovereign and bank CDS spreads: Two sides of the same coin?2021A Theory of Liquidity Spillover between Bond and CDS Markets