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Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk
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Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk (2011)Toward a Bottom‐Up Approach to Assessing …Banking and Sovereign Risk in the Euro Area (2016)Banking and Sovereign Risk in…Sovereign Default, Domestic Banks, and Financial Institutions (2012)Sovereign Default, Domestic B…A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? - Bank Bai…This time is different: eight centuries of financial folly (2010)This time is different: eight…Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? (2010)Sovereign Spreads: Global Ris…Sovereign Spreads (2010)Sovereign SpreadsDeterminants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Determinants of Sovereign Ris…Euro Area Sovereign Risk During the Crisis (2009)Euro Area Sovereign Risk Duri…How Sovereign is Sovereign Credit Risk? (2007)How Sovereign is Sovereign Cr…Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite? (2005)Determinants of market-assess…Corporate Financial Distress and Bankruptcy (2005)Corporate Financial Distress …Financing vs. Forgiving a Debt Overhang (1988)Financing vs. Forgiving a Deb…A study of debt servicing capacity applying logit analysis (1977)A study of debt servicing cap…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Measurement of debt servicing capacity: An application of discriminant analysis (1971)Measurement of debt servicing…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Conditional logit analysis of qualitative choice behavior (1972)Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter? (1999)Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads (2004)Energy investment risk assessment for nations along China’s Belt & Road Initiative (2017)Theoretical Issues in International Borrowing (1983)The pure theory of country risk (1986)Market-Based Debt-Reduction Schemes (1988)Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models (2013)ECB Policies Involving Government Bond Purchases: Impact and Channels (2017)Country risk and political instability (1987)Politics and Perceived Country Creditworthiness in International Banking (1990)An Empirical Assessment of Country Risk Ratings and Associated Models (2004)The Economics of Foreign Aid (2017)Statistical Inference in Random Coefficient Regression Models (1971)The cost of firms’ debt financing and the global financial crisis (2014)Economic policy uncertainty and risk spillovers in the Eurozone (2016)Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Determinants of corporate borrowing (1977)This Time Is Different (2009)The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)The Pass-Through of Sovereign Risk (2016)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis (2011)Credit Default Swaps: A Survey (2014)Political Risk Spreads (2014)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Trust and Growth (2001)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Corporate Immunity to the COVID-19 Pandemic (2020)Is the Risk of Bankruptcy a Systematic Risk? (1998)The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The effects of government ownership on bank lending (2003)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2010This time is different: eight centuries of financial folly1,776 cited
  • 2005Corporate Financial Distress and Bankruptcy759 cited
  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 1988Financing vs. Forgiving a Debt Overhang233 cited
  • 1977A study of debt servicing capacity applying logit analysis231 cited
  • 2016Banking and Sovereign Risk in the Euro Area213 cited
  • 1971Measurement of debt servicing capacity: An application of discriminant analysis203 cited
  • 2007How Sovereign is Sovereign Credit Risk?201 cited
  • 2009Euro Area Sovereign Risk During the Crisis188 cited
  • 2005Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?175 cited
  • 2012Sovereign Default, Domestic Banks, and Financial Institutions173 cited
  • 2010Sovereign Spreads163 cited

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  • 2010Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?160 cited
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