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An empirical analysis on the determinants of CEE government bond spreads. (2009). Ebner, André.
In: Emerging Markets Review.
RePEc:eee:ememar:v:10:y:2009:i:2:p:97-121.

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  2. The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro.
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  3. The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Pappas, Anastasios ; Kostakis, Ioannis.
    In: IJFS.
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  4. Does the IMF Program Implementation Matter for Sovereign Spreads? The Case of Selected European Emerging Markets. (2019). Tola, Albi ; Tartari, Darlena.
    In: Working Papers.
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  5. Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe.
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  6. Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo.
    In: Computational Economics.
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  7. Sovereign Indebtedness and Financial and Fiscal Conditions. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers REM.
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  8. On the Determinants of Sovereign Eurobond Spreads in Russia. (2017). Belyakov, Igor.
    In: Economic Policy.
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  9. The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra .
    In: Croatian Economic Survey.
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  10. Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment. (2017). Petkov, Boris T.
    In: International Business Research.
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  11. The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Oueghlissi, Rim ; Diaye, Marc-Arthur.
    In: The Quarterly Review of Economics and Finance.
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  12. Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
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  13. The Significance of Country-Specific and Common Risk Factors for CEE Government Bond Spreads Changes. (2016). Greta, Juodiukynien.
    In: Ekonomika (Economics).
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  14. Does local and Euro area sentiment matter for sovereign debt markets? Evidence from a bailout country. (2016). Fernandes, Carla ; Vieira, Elisabete ; Gama, Paulo M.
    In: Applied Economics.
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  15. Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C.
    In: International Review of Financial Analysis.
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  16. The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan.
    In: Emerging Markets Review.
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  17. The collateral effects of political integration on credit growth in the new member states of the EU. (2016). Hoffmann, Andreas.
    In: Economic Systems.
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  18. The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model. (2015). Vizek, Maruška ; Posedel, Petra ; Simovic, Petra Posedel ; Palic, Petra .
    In: Working Papers.
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  19. Measuring the effect of government ESG performance on sovereign borrowing cost. (2015). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
    In: Working Papers.
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  20. Long-run determinants of sovereign bond index in emerging market: New evidence from asymmetric and nonlinear pass-through. (2015). Ho, Sy-Hoa.
    In: Documents de recherche.
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  21. Emerging market sovereign bond spreads and shifts in global market sentiment. (2014). Csonto, Balazs .
    In: Emerging Markets Review.
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  22. Balance sheet effects and original sinners’ risk premiums. (2014). Vizek, Maruška ; Verbič, Miroslav ; Tkalec, Marina.
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  23. Measuring the effect of government ESG performance on sovereign borrowing cost. (2014). DIAYE, MARC-ARTHUR ; Crifo, Patricia ; Oueghlissi, Rim.
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  24. The euro as a proxy for the classical gold standard? Government debt financing and political commitment in historical perspective. (2013). Hoffmann, Andreas.
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  25. The Euro as a Proxy for the Classical Gold Standard? Government Debt Financing and Political Commitment in Historical Perspective. (2013). Hoffmann, Andreas.
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  26. “Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”. (2012). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
    In: IREA Working Papers.
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  27. Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio .
    In: Emerging Markets Review.
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  28. Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News. (2012). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek.
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  29. Impacts Of The Sovereign Default Crisis On The Czech Financial Sector. (2012). Janacek, Kamil ; Komarkova, Zlatuse ; Hlavacek, Michal ; Komarek, Lubos.
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  30. Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia .
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  31. How has the Financial Crisis Affected the Eurozone Accession Outlook in Central and Eastern Europe?. (2011). Lewis, John.
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  32. Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia .
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  33. Determinants of Emerging Market Sovereign Bond Spreads; Fundamentals vs Financial Stress. (2010). Papaioannou, Michael ; Bellas, Dimitri ; Petrova, Iva.
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  34. The role of domestic fundamentals on the economic vulnerability of emerging markets. (2010). Moreira, Ajax ; Rocha, Katia .
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  35. Fiscal variables and bond spreads: evidence from eastern European countries and Turkey. (2009). Rother, Philipp ; Nickel, Christiane ; Rulke, Jan C..
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    RePEc:imf:imfwpa:2014/127.

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  41. On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

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  42. Sovereign yield spreads during the Euro-crisis: Fundamental factors versus redenomination risk. (2013). Weigert, Benjamin ; Klose, Jens.
    In: Working Papers.
    RePEc:zbw:svrwwp:072012r.

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  43. Systemic Risk, Sovereign Yields and Bank Exposures in the Euro Crisis. (2013). Simonelli, Saverio ; Pagano, Marco ; Battistini, Niccolò.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:345.

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  44. What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk. (2013). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:34:y:2013:i:c:p:37-59.

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  45. Safe Haven Assets and Investor Behaviour Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp392.

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  46. Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Arce, Oscar.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_53en.

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  47. What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk. (2011). Jinjarak, Yothin ; Hutchison, Michael ; Aizenman, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17407.

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  48. Towards a common European Monetary Union risk free rate. (2011). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pea, Juan Ignacio.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_51en.

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  49. Default, Liquidity and Crises : An Econometric Framework. (2010). Renne, Jean-Paul ; Monfort, Alain ; Alain Monfort ; Jean-Paul Renne, .
    In: Working Papers.
    RePEc:crs:wpaper:2010-46.

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  50. Banking and Sovereign Risk in the Euro Area. (2010). Wolff, Guntram ; Gerlach, Stefan ; Schulz, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7833.

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