Sovereign credit risk

Cover -- EDITORIAL ADVISORY BOARD -- The impact of sovereign rating events on bank stock returns -- Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan -- Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle -- Time-varying beta during the 2008 financial crisis - evidence from North America and Western Europe -- Interest rate convergence, sovereign credit risk and the European debt crisis: a survey -- Interest rate, liquidity, and sovereign risk: derivative-based VaR -- Asset liability management and the euro crisis.