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Sovereign credit default swaps and the macroeconomy
2 references·1 citing·15 second hop
Sovereign credit default swaps and the macroeconomy (2011)Sovereign credit default swaps and the ma…The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)The reaction of emerging mark…Exploring the components of credit risk in credit default swaps (2006)Exploring the components of c…Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis (2023)Does Geopolitical Risk Matter…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)The Determinants of Credit Default Swap Premia (2009)Market discipline and too-big-to-fail in the CDS market: Does banks' size reduce market discipline? (2011)EXAMINING WHAT BEST EXPLAINS CORPORATE CREDIT RISK: ACCOUNTING-BASED VERSUS MARKET-BASED MODELS (2013)The effect of sovereign wealth funds on the credit risk of their portfolio companies (2014)On crises, contagion, and confusion (2000)The Determinants of Credit Spread Changes (2001)The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)Emerging markets research: Trends, issues and future directions (2012)Credit Default Swaps: A Survey (2014)The Empirical Analysis of Liquidity (2014)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The Impact of Uncertainty Shocks (2009)
this work references cited by second hop

References

  • 2010The reaction of emerging market credit default swap spreads to sovereign credit rating changes293 cited
  • 2006Exploring the components of credit risk in credit default swaps71 cited

Cited by

  • 2023Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis23 cited

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