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Default probabilities of European sovereign debt: market-based estimates
11 references·0 citing·43 second hop
Default probabilities of European sovereign debt: market-based estimates (2001)Default probabilities of European soverei…Federalism, Fiscal Restraints, and European Monetary Union (2016)Federalism, Fiscal Restraints…Credit risks and European government bond markets: a panel data econometric analysis (1999)Credit risks and European gov…High Yields: The Spread on German Interest Rates (1997)High Yields: The Spread on Ge…The handbook of international economics (1995)The handbook of international…Do Credit Markets Discipline Sovereign Borrowers? Evidence from US States (1995)Do Credit Markets Discipline …Do Credit Markets Discipline Sovereign Borrowers? Evidence from U.S. States (1995)Do Credit Markets Discipline …Default Risk on Government Debt in OECD Countries (1992)Default Risk on Government De…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …An Analytic Model of Bond Risk Differentials (1975)An Analytic Model of Bond Ris…Specification Tests in Econometrics (1978)Determinants and Impact of Sovereign Credit Ratings (1996)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2004)Estimating Sovereign Default Risk (2012)Rules and risk in the Euro area (2014)Econometric Analysis of Panel Data (2021)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Bank Runs, Deposit Insurance, and Liquidity (1983)Government Spending and Budget Deficits in the Industrial Countries (1989)Political and Monetary Institutions and Public Financial Policies in the Industrial Countries (1991)The Democratic Advantage: Institutional Foundations of Financial Power in International Competition (2003)Sovereign default risk premia, fiscal limits, and fiscal policy (2011)The Bocconi boys go to Brussels: Italian economic ideas, professional networks and European austerity (2015)Imperfect Information, Uncertainty, and Credit Rationing (1976)Credit Rationing in Markets with Imperfect Information (1981)Balanced-budget rules and public deficits: evidence from the U.S. states (1996)Government size and automatic stabilizers: international and intranational evidence (2001)Parsimonious Modeling of Yield Curves (1987)Statistical analysis of cointegration vectors (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008)FOOL THE MARKETS? CREATIVE ACCOUNTING, FISCAL TRANSPARENCY AND SOVEREIGN RISK PREMIA (2008)Determinants of Risk Premiums on Corporate Bonds (1959)The effect of a rating change announcement on bond price (1977)Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Number of bank relationships: An indicator of competition, borrower quality, or just size? (2000)Modeling correlated market and credit risk in fixed income portfolios (2002)Bond Insurance: What Is Special About Munis? (2004)The effect of fiscal performance on local government election results in Israel: 1989–1998 (2002)Hamilton's Paradox: The Promise and Peril of Fiscal Federalism (2005)Fiscal Governance in Europe (2009)An Analytical Model of Interest Rate Differentials and Different Default Recoveries (1977)Taxes, Default Risk, and Yield Spreads (1985)Risk premia and the pricing of primary issue bonds (1988)Monetary Union in West Africa: An Agency of Restraint for Fiscal Policies (2001)Fiscal Rules for Subnational Governments (2007)The Size and Composition of Government Debt in the Euro Area (2011)Familiarity Breeds Investment (2001)Estimating Trade Restrictiveness Indices (2008)UNMASKING THE POLLUTION HAVEN EFFECT* (2008)
this work references cited by second hop

References

  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1995The handbook of international economics1,373 cited
  • 1995Do Credit Markets Discipline Sovereign Borrowers? Evidence from U.S. States333 cited
  • 2016Federalism, Fiscal Restraints, and European Monetary Union313 cited
  • 1992Default Risk on Government Debt in OECD Countries295 cited
  • 1995Do Credit Markets Discipline Sovereign Borrowers? Evidence from US States114 cited
  • 1987The Default Premium and Corporate Bond Experience113 cited
  • 1999Credit risks and European government bond markets: a panel data econometric analysis108 cited
  • 1997High Yields: The Spread on German Interest Rates107 cited
  • 1975An Analytic Model of Bond Risk Differentials72 cited
  • 1987The Default Premium and Corporate Bond Experience35 cited

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