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~person:"D'Uva, Marcella"
~person:"Sun, Xiaolei"
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Search: subject:"sovereign cds"
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Credit derivative
9
Kreditderivat
9
Country risk
8
Länderrisiko
8
Sovereign CDS
6
Spillover effect
6
Spillover-Effekt
6
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5
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sovereign CDS
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D'Uva, Marcella
Sun, Xiaolei
Li, Jianping
7
Bannier, Christina E.
6
Heidorn, Thomas
6
Vogel, Heinz-Dieter
6
Kliber, Agata
5
Lahiani, Amine
4
Nenovsky, Nikolay
4
Pavlova, Ivelina
4
Bellia, Mario
3
Chobanov, Petar
3
DeBoyrie, Maria Eugenia
3
Feng, Qianqian
3
Girardi, Giulio
3
Liu, Chang
3
Naifar, Nader
3
Panzica, Roberto Calogero
3
Pelizzon, Loriana
3
Peltonen, Tuomo
3
Xiao, Yaqing
3
Zhang, Jinfan
3
Abildgren, Kim
2
Antón, Miguel
2
Badaoui, Saad
2
Badarau, Cristina
2
Bampinas, Georgios
2
Belka, Marek
2
Benzoni, Luca
2
Cabanilla, Christian
2
Capasso, Salvatore
2
Cathcart, Lara
2
Catte, Pietro
2
Chen, Jianming
2
Cocco, Alessandro
2
Cova, Pietro
2
Dumitru, Ana-Maria
2
Dumitru, Ana-Maria H.
2
Fiorelli, Cristiana
2
Gnan, Ernest
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Global finance journal
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1
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1
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International review of financial analysis
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ECONIS (ZBW)
9
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1
Assessing the impact of country-specific sovereign risk on financial and banking system in EMU : the role of Italy
Capasso, Salvatore
;
D'Uva, Marcella
;
Fiorelli, Cristiana
; …
-
2022
Persistent link: https://www.econbiz.de/10013555826
Saved in:
2
What drives cross-border spillovers among
sovereign
CDS
, foreign exchange and stock markets?
Feng, Qianqian
;
Wang, Yijing
;
Sun, Xiaolei
;
Li, Jianping
; …
- In:
Global finance journal
56
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478959
Saved in:
3
Time-frequency comovements between
sovereign
CDS
and exchange rates : the role of sentiments
Liu, Chang
;
Sun, Xiaolei
;
Li, Jianping
- In:
Global finance journal
56
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478976
Saved in:
4
Cross-border Italian sovereign risk transmission in EMU countries
Capasso, Salvatore
;
D'Uva, Marcella
;
Fiorelli, Cristiana
; …
- In:
Economic modelling
126
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014462235
Saved in:
5
Understanding country risk assessment : a historical review
Sun, Xiaolei
;
Feng, Qianqian
;
Li, Jianping
- In:
Applied economics
53
(
2021
)
37
,
pp. 4329-4341
Persistent link: https://www.econbiz.de/10012609758
Saved in:
6
Spillovers between
sovereign
CDS
and exchange rate markets : the role of market fear
Feng, Qianqian
;
Sun, Xiaolei
;
Liu, Chang
;
Li, Jianping
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012667722
Saved in:
7
Multi-scale interactions between Turkish lira exchange rates and
sovereign
CDS
in Europe and Asia
Liu, Chang
;
Li, Jianping
;
Sun, Xiaolei
;
Chen, Jianming
- In:
Applied economics letters
28
(
2021
)
7
,
pp. 599-607
Persistent link: https://www.econbiz.de/10012501555
Saved in:
8
How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun
;
Sun, Xiaolei
;
Li, Jianping
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
Saved in:
9
Spillovers among
sovereign
CDS
, stock and commodity markets: a correlation network perspective
Sun, Xiaolei
;
Wang, Jun
;
Yao, Yanzhen
;
Li, Jingyu
;
Li, …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012301063
Saved in:
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