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subject:"Welt"
~person:"Pavlova, Ivelina"
~source:"econis"
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Search: subject_exact:"Total return swap"
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Welt
Credit derivative
7
Kreditderivat
7
Country risk
6
Länderrisiko
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World
6
Public debt
3
Sovereign CDS
3
Spillover effect
3
Spillover-Effekt
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Volatility
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Volatilität
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Öffentliche Schulden
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Asiatisch-pazifischer Raum
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BRICS countries
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BRICS-Staaten
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CDS
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CDS spread determinants
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Capital market returns
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Commodity market
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Credit default swaps
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Pavlova, Ivelina
Scheicher, Martin
20
Vuillemey, Guillaume
15
Lee, Jongsub
14
Augustin, Patrick
12
Naranjo, Andy
9
Sirmans, Stace
9
Subrahmanyam, Marti G.
9
Huizinga, Harry
8
Raunig, Burkhard
8
Avdjiev, Stefan
7
Bogdanova, Bilyana
7
Bolton, Patrick
7
Duffie, Darrell
7
Jiang, Wei
7
Jinjarak, Yothin
7
Wu, Eliza
7
Zhang, Gaiyan
7
Aizenman, Joshua
6
Bai, Jennie
6
Demirgüç-Kunt, Asli
6
Fender, Ingo
6
Hammoudeh, Shawkat
6
Lando, David
6
Schienle, Melanie
6
Wang, Xinjie
6
Bartram, Söhnke M.
5
Buse, Rebekka
5
Calice, Giovanni
5
Conrad, Jennifer S.
5
DeBoyrie, Maria Eugenia
5
Eisfeldt, Andrea L.
5
Friedrich, Christian
5
Kartasheva, Anastasia
5
Kostrzewa, Konrad
5
Li, Jianping
5
Peltonen, Tuomo
5
Reinhardt, Dennis
5
Sun, Xiaolei
5
Urban, Jörg
5
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Applied economics
2
International review of financial analysis
2
The financial review : the official publication of the Eastern Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
2
Analysing the link between environmental performance and sovereign credit risk
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
52
(
2020
)
54
,
pp. 5949-5966
Persistent link: https://www.econbiz.de/10012308384
Saved in:
3
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Pavlova, Ivelina
;
DeBoyrie, Maria Eugenia
;
Parhizgari, …
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 10-22
Persistent link: https://www.econbiz.de/10012034496
Saved in:
4
Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
Bouri, Elie
;
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
International review of financial analysis
49
(
2017
),
pp. 155-165
Persistent link: https://www.econbiz.de/10011741285
Saved in:
5
The drivers of sovereign CDS spread changes : local versus global factors
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The financial review : the official publication of the …
52
(
2017
)
3
,
pp. 435-457
Persistent link: https://www.econbiz.de/10011734600
Saved in:
6
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
Saved in:
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