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Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?
16 references·0 citing·40 second hop
Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate? (2021)Contagion of fear: Is the impact of COVID…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Panel Vector Autoregressive Models: A Survey (2013)Panel Vector Autoregressive M…Why nations fail: the origins of power, prosperity, and poverty (2012)Why nations fail: the origins…Why Nations Fail: The Origins of Power, Prosperity and Poverty (2012)Why Nations Fail: The Origins…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt (2010)Determinants of Sovereign Ris…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2009)New Evidence on the Interest …How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)How to do Xtabond2: An Introd…Determinants and Impact of Sovereign Credit Ratings (2007)Determinants and Impact of So…NBER Macroeconomics Annual 2005 (2006)NBER Macroeconomics Annual 20…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…The pricing of commodity contracts (1976)The pricing of commodity cont…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Institutions, Institutional Change and Economic Performance (1991)Guns, Germs, and Steel: The Fates of Human Societies. (1997)Does Oil Hinder Democracy? (2001)Pre-Colonial Ethnic Institutions and Contemporary African Development (2013)Linking Economic Complexity, Institutions, and Income Inequality (2017)Regional inequality in Europe: evidence, theory and policy implications (2018)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Economics of Structured Finance (2009)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)The Unprecedented Stock Market Impact of COVID-19 (2020)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)Initial conditions and moment restrictions in dynamic panel data models (1998)Do women directors improve firm performance in China? (2013)Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data (2018)State-owned Enterprises Around the WORLD as Hybrid Organizations (2014)
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References

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  • 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt

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530 cited
  • 2007Determinants and Impact of Sovereign Credit Ratings509 cited
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