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Some curious properties of a familiar model of debt and default
Eaton, Jonathan - In: Economics letters 48 (1995) 3, pp. 367-371
Persistent link: https://www.econbiz.de/10001184784
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Country balance sheet data vs. traditional macro variables in a logit model to predict debt rescheduling
Bäcker, Arno - In: Economics letters 38 (1992) 2, pp. 207-212
Persistent link: https://www.econbiz.de/10001122949
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Contagion effect on sovereign interest rate spreads
Doukas, John A. - In: Economics letters 3 (1989), pp. 237-241
Persistent link: https://www.econbiz.de/10001064736
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Predicting the quantity of LDC debt rescheduling
Lloyd-Ellis, Huw - In: Economics letters 32 (1990) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10001080479
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Country risk and capital flow reversals
Razin, Asaf; Tsadḳah, Efrayim - In: Economics letters 72 (2001) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10001578164
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Policy uncertainty, interest rate environment and the dynamic correlation between sovereign and bank default risk
Bales, Stephan; Burghof, Hans-Peter - In: Economics letters 206 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012886558
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Exchange rate policy under sovereign default risk
Schabert, Andreas - In: Economics letters 112 (2011) 2, pp. 179-181
Persistent link: https://www.econbiz.de/10009243341
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Gauging potential sovereign risk contagion in Europe
Fong, Tom; Wong, Alfred Y. - In: Economics letters 115 (2012) 3, pp. 496-499
Persistent link: https://www.econbiz.de/10009632898
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Sovereign risk contagion in the Eurozone
Metiu, Norbert - In: Economics letters 117 (2012) 1, pp. 35-38
Persistent link: https://www.econbiz.de/10009697960
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Credit rating agencies and elections in emerging democracies : guardians of fiscal discipline?
Hanusch, Marek; Vaaler, Paul M. - In: Economics letters 119 (2013) 3, pp. 251-254
Persistent link: https://www.econbiz.de/10009755752