Sovereign GDP-linked bonds James Benford, Mark Joy and Mark Kruger
from Bank of England (2016)
Keywords: Sovereign debt; sovereign default; fiscal policy; debt management; GDP-linked bonds JEL-codes: E62; F34; G12; G13; G15 Created/Revised: 2016-09-21 Added/Modified: 2016-10-15
Dynamics of the European sovereign bonds and the identification of crisis periods Zhenxi Chen and Stefan Reitz
from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016)
Keywords: sovereign bonds, CDS, heterogeneous agents JEL-codes: C32; C5; G15 Created/Revised: 2016-01-01 Added/Modified: 2016-02-04
Eurozone sovereign bonds and rating assessments: impact on volatility Javier Wrana and José María Martín Flores
in Papeles de Europa (2014)
Keywords: Rating agencies, Sovereign bonds, Volatility, Economic crisis. JEL-codes: F34; G24 Created/Revised: 2014-01-01 Added/Modified: 2018-05-11
MAKE-WHOLES IN SOVEREIGN BONDS (not sure why they are there, but they may be free) Mitu Gulati and Ugo Panizza
from Economics Section, The Graduate Institute of International Studies (2020)
Keywords: make-whole call, doomsday call, sovereign bonds JEL-codes: F34; H63; K12; K22 Created/Revised: 2020-04-17 Added/Modified: 2020-04-18
Time-scale analysis of sovereign bonds market co-movement in the EU Filip Smolik and Lukas Vacha
from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015)
Keywords: financial crisis, co-movement, wavelet, sovereign debt crisis, sovereign bonds JEL-codes: C32; C49; C58; H63 Created/Revised: 2015-01-01 Added/Modified: 2015-06-19
Sovereign green bonds: a catalyst for sustainable debt market development? Gong Cheng, Torsten Ehlers, Frank Packer and Yanzhe Xiao
from Bank for International Settlements (2024)
Keywords: green bonds, sustainable bonds, sovereign debt, taxonomies, green verification, bond market development JEL-codes: H63; O16; Q01; Q50 Created/Revised: 2024-07-01 Added/Modified: 2024-07-16
Trichet Bonds To Resolve the European Sovereign Debt Problem Nicholas Economides and Roy C. Smith
from NET Institute (2011)
Keywords: Trichet bonds, sovereign debt, euro, debt restructuring, Greece, Ireland, Portugal, Spain, Italy, Brady bonds JEL-codes: G01; G10; G20; G28 Created/Revised: 2011-01-01 Added/Modified: 2011-02-06
Asymmetric Shocks, Long-term Bonds and Sovereign Default Junjun Zhu and Shiyu Xie
from University Library of Munich, Germany (2011)
Keywords: Sovereign Default; Asymmetric Shocks; Transition Function; Long-term Bonds JEL-codes: E44; F34 Created/Revised: 2011-01-18 Added/Modified: 2015-03-31
The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes Ricardo Branco, João Pinto and Ricardo Ribeiro
from Católica Porto Business School, Universidade Católica Portuguesa (2020)
Keywords: Straight Bonds; Covered Bonds; Securitization Bonds; Bond Pricing; Sovereign Risk; Asset Purchase Programmes JEL-codes: E52; G01; G12; G21; G32 Created/Revised: 2020-01-01 Added/Modified: 2020-09-18
The Equity-like Behaviour of Sovereign Bonds Alfonso Dufour, Andrei Stancu and Simone Varotto
from Henley Business School, University of Reading (2014)
Keywords: government bonds, subprime crisis, sovereign debt crisis, credit risk, liquidity risk, asset pricing JEL-codes: E43; G01; G12; G15 Created/Revised: 2014-12-01 Added/Modified: 2015-03-24
Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds Christina Erlwein-Sayer
in Risks (2018)
Keywords: sentiment analysis; switching correlation; sovereign bonds; ARIMAX; risk assessment JEL-codes: C; G0; G1; G2; G3; K2; M2; M4 Created/Revised: 2018-01-01 Added/Modified: 2018-12-08
Sovereign Bonds and Socially Responsible Investment Bastien Drut
from HAL (2009)
Keywords: Socially Responsible Investment, Sovereign Bonds, Portfolio Selection, Rating, Spanning Tests, Mean-variance efficiency, Portfolio Choice Created/Revised: 2009-01-01 Added/Modified: 2023-07-11
The equity-like behaviour of sovereign bonds Alfonso Dufour, Andrei Stancu and Simone Varotto
in Journal of International Financial Markets, Institutions and Money (2017)
Keywords: Government bonds; Stock-bond co-movements; Subprime crisis; Sovereign debt crisis; Credit risk; Liquidity risk; JEL-codes: E43; G01; G12; G15 Created/Revised: 2017-01-01 Added/Modified: 2017-05-09
Documents 1 to 20, page 1 of 798.
15946 documents matched the search for Sovereign bonds in titles and keywords. Documents 1 to 20, page 1 of 798.
1
2345
Number of results per page
This site is part of RePEc
and all the data displayed here is part of the RePEc data set.
Is your work missing from RePEc? Here is how to
contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .