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The impact of global shocks on sovereign risk : role of domestic factors

Inoguchi, Masahiro - In: Economic systems 49 (2025) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015413307

Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances

Afonso, António; Alves, José; Monteiro, Sofia - 2024

risk, proxied by 10-year CDS and CDS spreads (against the US) making use of Weighted Least Squares (WLS) analysis …

Persistent link: https://www.econbiz.de/10014534429

Is climate transition risk priced into corporate credit risk? : evidence from credit default swaps

Ugolini, Andrea; Reboredo, Juan Carlos; Ojea-Ferreiro, … - In: Research in international business and finance 70 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015055853

Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances

Afonso, António; Alves, José; Monteiro, Sofia - In: Journal of international financial markets, … 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015063189

Green bond issuance and credit risk : international evidence

Ballester, Laura; González-Urteaga, Ana; Shen, Long - In: Journal of international financial markets, … 94 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015063200

Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances

Afonso, António; Alves, José; Monteiro, Sofia - 2024

risk, proxied by 10-year CDS and CDS spreads (against the US) making use of Weighted Least Squares (WLS) analysis …

Persistent link: https://www.econbiz.de/10014486806

Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps

Ugolini, Andrea; Reboredo, Juan C.; Ojea-Ferreiro, Javier - 2023

We study whether climate transition risk is reflected in the credit default swap (CDS) spreads of firms. Using … risk (CTR) factor, and document how this factor shifts the term structure of the CDS spreads of more vulnerable firms but …

Persistent link: https://www.econbiz.de/10014305706

The market impact of systemic risk capital surcharges

Gündüz, Yalın - In: European financial management : the journal of the … 29 (2023) 5, pp. 1401-1440

Persistent link: https://www.econbiz.de/10014430209

Is climate transition risk priced into corporate credit risk? : evidence from credit default swaps

Ugolini, Andrea; Reboredo, Juan Carlos; Ojea-Ferreiro, … - 2023

Persistent link: https://www.econbiz.de/10014230422

A spatial analysis of contagion in sovereign credit default swaps

Akçagün-Narin, Pelin; Taṣpınar, Süleyman; Doğan, … - In: Journal of financial econometrics 23 (2025) 3, pp. 1-36

Persistent link: https://www.econbiz.de/10015425423

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