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The Re-Pricing of Sovereign Risks Following the Global Financial Crisis
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The Re-Pricing of Sovereign Risks Following the Global Financial Crisis (2016)The Re-Pricing of Sovereign Risks Followi…U.S. unconventional monetary policy and transmission to emerging market economies (2015)U.S. unconventional monetary …Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)A Pyrrhic Victory? Bank Bailo…Systemic sovereign credit risk: Lessons from the U.S. and Europe (2013)Systemic sovereign credit ris…What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk (2012)What is the risk of European …The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…Self-fulfilling crises in the Eurozone: An empirical test (2012)Self-fulfilling crises in the…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2011)A Pyrrhic Victory? Bank Bailo…Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (2008)Heteroskedasticity-Robust Sta…Sovereign Credit Ratings Methodology (2002)Sovereign Credit Ratings Meth…Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals (2002)Emerging market bond spreads …Modeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…On cox processes and credit risky securities (1998)On cox processes and credit r…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Affine processes and applications in finance (2003)Credit Risk: Modeling, Valuation and Hedging (2004)Brownian Motion and Stochastic Calculus (2007)Bank Runs, Deposit Insurance, and Liquidity (1983)Models of Currency Crises with Self-Fulfilling Features (1995)Bank/sovereign risk spillovers in the European debt crisis (2013)Credit Default Swaps: A Survey (2014)The Transmission of Federal Reserve Tapering News to Emerging Financial Markets (2014)The incidental parameter problem since 1948 (2000)Panel Data Econometrics (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Is crowding out due entirely to fundraising? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 1998On cox processes and credit risky securities1,213 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
  • 2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression609 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2012What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk422 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2013Systemic sovereign credit risk: Lessons from the U.S. and Europe373 cited
  • 2011A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk357 cited
  • 2015U.S. unconventional monetary policy and transmission to emerging market economies325 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
  • 2002Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals

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148 cited
  • 2002Sovereign Credit Ratings Methodology147 cited
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