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~person:"Montes, Gabriel Caldas"
~person:"Zaremba, Adam"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Search: ("Öffentliche Anleihe") AND NOT isPartOf:Wirtschaftsdienst
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Montes, Gabriel Caldas
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Afonso, António
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Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
2
Forecasting sovereign risk perception of Brazilian bonds : an evaluation of machine learning prediction accuracy
Oliveira, Diego Silveira Pacheco de
;
Montes, Gabriel Caldas
- In:
International journal of emerging markets
18
(
2023
)
10
,
pp. 3414-3436
Persistent link: https://www.econbiz.de/10014452323
Saved in:
3
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
4
Term spreads and the COVID-19 pandemic : evidence from international sovereign bond markets
Zaremba, Adam
;
Kizys, Renatas
;
Aharon, David Y.
;
Umar, …
- In:
Finance research letters
44
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014494748
Saved in:
5
Effects of fiscal credibility on sovereign risk : evidence using comprehensive credit rating measures
Montes, Gabriel Caldas
;
Costa, Julyara
- In:
International journal of emerging markets
17
(
2022
)
3
,
pp. 858-888
Persistent link: https://www.econbiz.de/10012886434
Saved in:
6
Does fiscal sentiment matter for sovereign risk?
Montes, Gabriel Caldas
;
Nicolay, Rodolfo Tomás da Fonseca
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 18-30
Persistent link: https://www.econbiz.de/10014248725
Saved in:
7
Yield curve reactions to fiscal sentiment in Brazil
Montes, Gabriel Caldas
;
Fonseca, Vítor Manuel Araújo da
- In:
Journal of financial economic policy
14
(
2022
)
5
,
pp. 651-673
Persistent link: https://www.econbiz.de/10013361516
Saved in:
8
Impacts of the sovereign risk perception on financial stability : evidence from Brazil
Montes, Gabriel Caldas
;
Valladares, Matheus
;
Moraes, …
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 358-369
Persistent link: https://www.econbiz.de/10012656315
Saved in:
9
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum
;
Riaz, Yasir
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
18
,
pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
Saved in:
10
Sovereign default risk, debt uncertainty and fiscal credibility : the case of Brazil
Montes, Gabriel Caldas
;
Souza, Ivan
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012658803
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