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Sovereign risk contagion in the Eurozone. (2012). Metiu, Norbert.
In: Economics Letters.
RePEc:eee:ecolet:v:117:y:2012:i:1:p:35-38.

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  1. Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei.
    In: International Review of Economics & Finance.
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  2. Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman.
    In: MPRA Paper.
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  3. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios.
    In: Post-Print.
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  4. Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios.
    In: Journal of International Money and Finance.
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  5. Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU.
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  6. Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea.
    In: Journal of Empirical Finance.
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  7. A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi.
    In: Journal of Economic Dynamics and Control.
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  10. Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences. (2022). Zedda, Stefano ; Patane, Michele ; Anelli, Michele.
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  11. Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo.
    In: Journal of International Money and Finance.
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  12. Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine.
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  13. Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco.
    In: GRU Working Paper Series.
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  14. Fragmentation in the European Monetary Union: Is it really over?. (2021). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo.
    In: LIDAM Discussion Papers LFIN.
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  15. Sovereign bond and CDS market contagion: A story from the Eurozone crisis.. (2020). Politsidis, Panagiotis ; Panagiotidis, Theodore ; Bampinas, Georgios.
    In: MPRA Paper.
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  16. Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T.
    In: Economics, Finance and Accounting Department Working Paper Series.
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  17. Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos.
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  18. Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara.
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  19. A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S.
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  20. Correlation and coordination risk. (2019). Hule, Richard ; Geiger, Martin.
    In: Annals of Finance.
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  21. Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels.
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  22. Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia. (2018). Mansur, Alfan.
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  23. Impact of the Credit Rating Revision on the Eurozone Stock Markets. (2018). Trabelsi, Mohamed Ali ; Hmida, Salma.
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  24. Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. (2018). Dahlqvist, Carl-Henrik.
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  25. Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar.
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  26. Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle.
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  27. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
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  28. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
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  29. IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami.
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  30. Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun.
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  31. Safe haven or contagion? The disparate effects of Euro-zone crises on non-Euro-zone neighbours. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham.
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  32. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna .
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  33. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (2017). Trabelsi, Mohamed Ali ; Hmida, Salma.
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  34. Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model—An empirical analysis of stock–bond correlations. (2017). Zhao, Rubo ; Tian, Yixiang ; Chen, Xiurong.
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  35. Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Du, Wenti ; Bird, Graham ; Willett, Thomas.
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  36. The role of correlation in two-asset games: Some experimental evidence. (2017). Hule, Richard ; Geiger, Martin.
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  37. Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd.
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  38. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina.
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  39. Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip .
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  40. Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun .
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  41. External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio .
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  42. Extreme Returns in the European financial crisis. (2017). Chouliaras, Andreas ; Grammatikos, Theoharry.
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  43. Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach. (2016). Bettendorf, Timo.
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  44. La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing. (2016). Martin, Franck.
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  45. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal.
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  46. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables. (2016). Hotta, Luiz.
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  47. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David.
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  48. Correlation and coordination risk. (2016). Geiger, Martin ; Hule, Richard .
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  49. European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar.
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  50. Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran .
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  51. Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice.
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  52. What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. (2016). Masih, Abul ; Mansur, A ; Dewandaru, Ginanjar.
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  53. Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly. (2016). Sheenan, Lisa ; Flavin, Thomas ; Cronin, David.
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  54. Expectations and systemic risk in EMU government bond spreads. (2015). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo .
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  55. Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Fernandez-Rodriguez, Fernando.
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  56. Measuring sovereign risk contagion in the Eurozone. (2015). Suh, Sangwon.
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  57. Deciphering financial contagion in the euro area during the crisis. (2015). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
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  58. Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe. (2015). Candelon, Bertrand ; Manner, Hans ; Blatt, Dominik .
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  59. Strategic Interactions and Contagion Effects under Monetary Unions. (2015). Piersanti, Giovanni ; Di Bartolomeo, Giovanni ; Canofari, Paolo.
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  60. Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries. (2014). Piersanti, Giovanni ; Di Bartolomeo, Giovanni ; Canofari, Paolo.
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  61. Expectations and Systemic Risk in EMU Government Bond Spreads. (2014). Piersanti, Giovanni ; Canofari, Paolo ; Marini, Giancarlo .
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  62. Extreme Returns in the European Financial Crisis. (2014). Grammatikos, Theoharry ; Chouliaras, Andreas.
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  63. Contagion in the Euro crisis: capital flows and trade linkages. (2014). Cutrini, Eleonora ; Galeazzi, Giorgio .
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  64. Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
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  65. Theory and Practice of Contagion in Monetary Unions: Domino Effects in EMU Mediterranean Countries. (2014). Piersanti, Giovanni ; Di Bartolomeo, Giovanni ; Canofari, Paolo.
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  66. “Causality and Contagion in EMU Sovereign Debt Markets”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  67. “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
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  68. Contagion in the Euro Area Sovereign Bond Market. (2014). Muratori, Umberto.
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  69. Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Gabbi, Giampaolo ; Kalbaska, Alesia ; Vercelli, Alessandro.
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  70. A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). Ludwig, Alexander.
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  71. Transmission of government default risk in the eurozone. (2014). Kohonen, Anssi.
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  72. Are European sovereign bonds fairly priced? The role of modelling uncertainty. (2014). Hessel, Jeroen ; de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
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  73. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
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  74. Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vašíček, Bořek ; Claeys, Peter ; Vaiek, Boek .
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  75. Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta.
    In: Working Papers.
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  76. Sovereign risk contagion in the Eurozone: A time-varying coefficient approach. (2013). Ludwig, Alexander.
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  77. Theory and practice of contagion in monetary unions. Domino effects in EU Mediterranean countries: The case of Greece, Italy and Spain. (2013). Piersanti, Giovanni ; Di Bartolomeo, Giovanni ; Canofari, Paolo ; Paolo, Canofari ; Giovanni, Piersanti .
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  78. Sovereign risk contagion in the Eurozone: a time-varying coefficient approach. (2013). Ludwig, Alexander.
    In: MPRA Paper.
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  79. News Flow, Web Attention and Extreme Returns in the European Financial Crisis. (2013). Grammatikos, Theoharry ; Chouliaras, Andreas.
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  80. Sovereign risk premia in the Euro Area and the role of contagion. (2013). Giordano, Luca ; Luca, Giordano ; Paola, Soccorso ; Nadia, Linciano .
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  81. Sovereign risk premia in the Euro Area and the role of contagion. (2013). Luca, Giordano ; Paola, Soccorso ; Nadia, Linciano .
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  82. Contagion Dynamics in EMU Government Bond Spreads. (2013). Leschinski, Christian ; Bertram, Philip .
    In: Hannover Economic Papers (HEP).
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  83. One crisis, two crises…the subprime crisis and the European sovereign debt problems. (2013). Burietz, Aurore ; Ureche-Rangau, Loredana ; ureche -Rangau, Loredana .
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  84. Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison. (2013). Kim, Changki ; Choi, Yangho ; Lee, Woojoo ; Ahn, Jae Youn.
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  85. Deciphering financial contagion in the euro area during the crisis. (2012). Waelti, Sébastien ; Tola, Albi ; Walti, Sebastien .
    In: MPRA Paper.
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  86. Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi.
    In: MPRA Paper.
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  87. Recent estimates of sovereign risk premia for euro-area countries. (2012). Taboga, Marco ; Manna, Michele ; Grande, Giuseppe ; Di Cesare, Antonio.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  88. A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets. (0000). Trabelsi, Mohamed Ali ; Hmida, Salma.
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References

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  4. Candelon, B. ; Hecq, A. ; Verschoor, W.F.C. Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion. 2005 Journal of International Money and Finance. 24 1317-1334

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    Paper not yet in RePEc: Add citation now

  10. Longstaff, E.A. The subprime credit crisis and contagion in financial markets. 2010 Journal of Financial Economics. 97 436-450

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model. (2019). Atukeren, Erdal ; Jang, Jaeyoung.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3603-:d:244413.

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  2. Country and industry effects in corporate bond spreads in emerging markets. (2019). Garay, Urbi ; Rosso, John ; Gonzalez, Maximiliano.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:102:y:2019:i:c:p:191-200.

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  3. Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution. (2019). Santillan-Salgado, Roberto J ; Lopez-Herrera, Francisco ; Cabello, Alejandra.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:41:y:2019:i:c:p:104-112.

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  4. Sovereign credit spreads under good/bad governance. (2018). Jeanneret, Alexandre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:93:y:2018:i:c:p:230-246.

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  5. Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

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  6. Stock market return predictability: Google pessimistic sentiments versus fear gauge. (2017). Habibah, Ume ; McMillan, David ; Sadhwani, Ranjeeta ; Rajput, Suresh.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1390897.

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  7. Petrol Prices and Government Bond Risk Premium. (2017). de Benoist, Antonin ; Alexandre, Herve.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01620808.

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  8. The reaction of sovereign CDS spread volatilities to news announcements. (2016). Chebbi, Tarek ; Bouzgarrou, Houssam.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.20.

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  9. Long and short-runs determinants of the sovereign CDS spread in emerging countries. (2016). Ho, Sy-Hoa ; Hoa, SY.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:36:y:2016:i:c:p:579-590.

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  10. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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  11. Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy).
    In: Bank of England working papers.
    RePEc:boe:boeewp:0608.

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  12. The Determinants of Economic Fragility: Case of the Fragile Five Countries. (2015). dogru, bulent ; Unver, Mustafa .
    In: MPRA Paper.
    RePEc:pra:mprapa:68734.

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  13. 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.
    RePEc:eve:wpaper:15-02.

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  14. Herding behaviour and sentiment: Evidence in a small European market. (2015). Simes, Elisabete F ; Valente, Marcia S.
    In: Revista de Contabilidad - Spanish Accounting Review.
    RePEc:eee:spacre:v:18:y:2015:i:1:p:78-86.

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  15. Macroeconomic effects on emerging-markets sovereign credit spreads. (2015). Clark, Ephraim ; Kassimatis, Konstantinos .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:1-13.

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  16. The effects of fiscal opacity on sovereign credit spreads. (2015). Peat, Maurice ; Wang, Jue ; Svec, Jiri.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:34-45.

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  17. A global factor in variance risk premia and local bond pricing. (2015). Roberts-Sklar, Matt ; Kaminska, Iryna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0576.

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  18. Commodity Markets through the business cycle. (2014). Ielpo, Florian ; Gatumel, Mathieu.
    In: Post-Print.
    RePEc:hal:journl:hal-01302479.

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  19. Commodity Markets through the business cycle. (2014). Ielpo, Florian ; Gatumel, Mathieu.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01302479.

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  20. A sovereign risk index for the Eurozone based on stochastic dominance. (2014). Stengos, Thanasis ; Pinar, Mehmet ; agliardi, elettra.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:375-384.

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  21. Chinas Capital Controls: Through the Prism of Covered Interest Differentials. (2014). Herrala, Risto ; Cheung, Yin-Wong.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:19:y:2014:i:1:p:112-134.

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  22. Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies. (2013). Fedderke, Johannes.
    In: Working Papers.
    RePEc:rza:wpaper:376.

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  23. The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe. (2013). Wirjanto, Tony ; Kolkiewicz, Adam W. ; Li, Xindan ; Zhang, Min.
    In: Working Paper series.
    RePEc:rim:rimwps:62_13.

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  24. A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance. (2013). Stengos, Thanasis ; Pinar, Mehmet ; agliardi, elettra.
    In: Working Paper series.
    RePEc:rim:rimwps:58_13.

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  25. Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institution Investment Decisions. (2013). GUEGAN, Dominique ; Hassani, Bertrand K. ; Zhao, Xin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13034.

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  26. Sovereign default risk assessment. (2013). Altman, Edward I. ; Rijken, Herbert A..
    In: International Journal of Banking, Accounting and Finance.
    RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:6-27.

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  27. Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions Investment Decisions. (2013). Zhao, Xin ; Hassani, Bertrand ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00820839.

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  28. Emerging Countries Sovereign Rating Adjustment using Market Information: Impact on Financial Institutions Investment Decisions. (2013). GUEGAN, Dominique ; Hassani, Bertrand ; Zhao, Xin.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00820839.

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  29. Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009. (2013). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:241-256.

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  30. Information transmission between sovereign debt CDS and other financial factors – The case of Latin America. (2013). Yang, Sheng-Yung ; Wang, Alan T..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:586-601.

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  31. Chinas Capital Controls - Through the Prism of Covered Interest Differentials. (2013). Herrala, Risto ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4377.

    Full description at Econpapers || Download paper

  32. Chinas capital controls : Through the prism of covered interest differentials. (2013). Herrala, Risto ; Cheung, Yin-Wong.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2013_022.

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  33. Toward a bottom-up approach to assessing sovereign default risk: an update. (2012). Altman, Edward ; Rijken, Herbert.
    In: Journal of Financial Transformation.
    RePEc:ris:jofitr:1508.

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  34. The Greek financial crisis: Growing imbalances and sovereign spreads. (2012). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:3:p:498-516.

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  35. A new country risk index for emerging markets: A stochastic dominance approach. (2012). Topaloglou, Nikolas ; Stengos, Thanasis ; Pinar, Mehmet ; agliardi, elettra.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:741-761.

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  36. Sovereign risk contagion in the Eurozone. (2012). Metiu, Norbert.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:1:p:35-38.

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  37. Default correlation at the sovereign level: evidence from some Latin American markets. (2011). Tu, Anthony H. ; Chen, Yi-Hsuan ; Wang, Kehluh.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:11:p:1399-1411.

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  38. Reverse-engineering country risk ratings: a combinatorial non-recursive model. (2011). Lejeune, Miguel ; Kogan, A ; Hammer, P.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:188:y:2011:i:1:p:185-213:10.1007/s10479-009-0529-0.

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  39. Political Institutions and Sovereign Credit Spreads. (2011). Smaoui, Houcem ; Cosset, Jean-Claude ; Boubakri, Narjess.
    In: Working Papers.
    RePEc:erg:wpaper:647.

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  40. Emerging market crises and US equity market returns. (2011). Berger, Dave ; Turtle, H. J..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:22:y:2011:i:1:p:32-41.

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  41. Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk. (2011). Altman, Edward I. ; Rijken, Herbert A..
    In: Journal of Applied Corporate Finance.
    RePEc:bla:jacrfn:v:23:y:2011:i:1:p:20-31.

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  42. The role of country, regional and global market risks in the dynamics of Latin American yield spreads. (2010). Schenk-Hoppé, Klaus ; Audzeyeva, Alena ; Schenk-Hoppe, Klaus Reiner.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:404-422.

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  43. Bi-currency versus single-currency targeting : lessons from the Russian experience. (2010). Sokolov, Vladimir.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2010_007.

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  44. Sovereign Risk and Out-of-Equilibrium Exchange Rate Dynamics. (2010). Wu, Thomas ; Carneiro, Dionisio Dias .
    In: Review of Development Economics.
    RePEc:bla:rdevec:v:14:y:2010:i:4:p:699-711.

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  45. Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems. (2009). Sbracia, Massimo ; Pericoli, Marcello.
    In: International Finance.
    RePEc:bla:intfin:v:12:y:2009:i:2:p:123-150.

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  46. Pension Privatization and Country Risk. (2008). Lombardo, Davide ; Lopez-Marmolejo, Arnoldo ; Gonzalez, Maria ; Cuevas, Alfredo.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/195.

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  47. A ratings-based approach to measuring sovereign risk. (2008). Wu, Eliza ; Scatigna, Michela ; Remolona, Eli.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:26-39.

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  48. Asymmetric impacts of global risk appetite on the risk premium for an emerging market. (2008). Kanlı, İbrahim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:387:y:2008:i:13:p:3218-3226.

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  49. Does risk aversion drive financial crises? Testing the predictive power of empirical indicators. (2008). Gex, Mathieu ; Coudert, Virginie.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:167-184.

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  50. Portfolio investment flows to Asia and Latin America: Pull, push or market sentiment?. (2006). Baek, In-Mee .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:17:y:2006:i:2:p:363-373.

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