Search Results - subject:"Collateralized debt obligation"

Modeling sovereign credit default swaps volatility at different tenures : an application for Latin American countries

Gamboa-Estrada, Fredy; Romero, José Vicente - In: Borsa Istanbul Review 24 (2024) 4, pp. 772-786

Assessing the dynamics of risk premium measures and their relationship with macroeconomic fundamentals is essential for macroeconomic policymakers and market practitioners. This study analyzes the main determinants of sovereign credit default swaps (SCDS) in Latin America at different tenures,...

Persistent link: https://www.econbiz.de/10014635386

Volatility spillovers among sovereign credit default swaps of emerging economies and their determinants

Aljarba, Shumok; Naifar, Nader; Almeshal, Khalid - In: Risks : open access journal 12 (2024) 4, pp. 1-17

This paper aims to investigate the volatility spillovers among selected emerging economies' sovereign credit default swaps (SCDSs), including those of Saudi Arabia, Russia, China, Indonesia, South Africa, Brazil, Mexico, and Turkey. Using data from January 2010 to July 2023, we apply the...

Persistent link: https://www.econbiz.de/10014636376

Geopolitical risk and emerging markets sovereign risk premia

Gamboa-Estrada, Fredy; Romero, José Vicente - 2024

Persistent link: https://www.econbiz.de/10015070178

Geopolitical tensions and sovereign credit risks

Demiralay, Sercan; Kaawach, Said; Kilincarslan, Erhan; … - In: Economics letters 236 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015072077

Strict certainty preference in the predictive brain : a new perspective on financial innovations and their role in the real economy

Siddiqi, Hammad - In: Annals of finance 20 (2024) 2, pp. 277-287

Persistent link: https://www.econbiz.de/10014566431

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

How does standardization affect OTC markets in the long term? : evidence from the small bang reform in the CDS market

Manac, Radu-Dragomir; Banti, Chiara; Kellard, Neil - In: Journal of international financial markets, … 96 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015063652

Public's evaluation of ESG and credit default swap : evidence from East Asian countries

Tang, Ning; Chang, Hao Wen; Lin, Chih-Yung; Lu, Chien-Lin - In: Pacific-Basin finance journal 87 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015098622

Analyzing the impact of carbon risk on firms' creditworthiness in the context of rising interest rates

Batoon, Aimee Jean; Rroji, Edit - In: Risks : open access journal 12 (2024) 1, pp. 1-21

Carbon risk, a type of climate risk, is expected to have a crucial impact, especially on high-carbon-emitting, "polluting" firms as opposed to less carbon-intensive, "clean" ones. With a rising number of actions and policies being continuously proposed to mitigate these concerns and an...

Persistent link: https://www.econbiz.de/10014481048