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~subject:"Country risk"
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Country risk
Welt
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Wu, Eliza
25
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6
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5
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3
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3
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2
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1
International bank flows to emerging markets : influence of sovereign credit ratings and their regional spillover effects
Kim, Suk-Joong
;
Wu, Eliza
- In:
The journal of financial research
34
(
2011
)
2
,
pp. 331-364
Persistent link: https://www.econbiz.de/10009373646
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2
The effects of ratings-contingent regulation on international bank lending behavior : evidence from the Basel 2 Accord
Hasan, Iftekhar
;
Kim, Suk-Joong
;
Wu, Eliza
-
2014
Persistent link: https://www.econbiz.de/10010416867
Saved in:
3
The dynamic pricing of sovereign risk in emerging markets : fundamentals and risk aversion
Remolona, Eli M.
;
Scatigna, Michaela
;
Wu, Eliza
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 57-71
Persistent link: https://www.econbiz.de/10003729816
Saved in:
4
A ratings-based approach to measuring sovereign risk
Remolona, Eli M.
;
Scatigna, Michela
;
Wu, Eliza
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 26-39
Persistent link: https://www.econbiz.de/10003705375
Saved in:
5
Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments
Brooks, Robert
;
Faff, Robert W.
;
Sirimon Treepongkaruna
; …
- In:
Journal of business finance & accounting : JBFA
42
(
2015
)
5/6
,
pp. 777-799
Persistent link: https://www.econbiz.de/10011442342
Saved in:
6
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
34
(
2014
),
pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Saved in:
7
The role of macroeconomic news in sovereign CDS markets : domestic and spillover news effects from the U.S., the Eurozone and China
Kim, Suk-Joong
;
Salem, Leith
;
Wu, Eliza
- In:
Journal of financial stability
18
(
2015
),
pp. 208-224
Persistent link: https://www.econbiz.de/10011574167
Saved in:
8
The effects of ratings-contingent regulation on international bank lending behavior : evidence from the Basel 2 Accord
Hasan, Iftekhar
;
Kim, Suk-Joong
;
Wu, Eliza
- In:
Journal of banking & finance
61
(
2015
),
pp. 53-68
Persistent link: https://www.econbiz.de/10011584266
Saved in:
9
Sovereign credit ratings, growth volatility and the global financial crisis
Hassan, Gazi M.
;
Wu, Eliza
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5825-5840
Persistent link: https://www.econbiz.de/10011348853
Saved in:
10
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl
;
Ellen, Saskia ter
;
He, Xue-zhong
;
Wu, Eliza
- In:
Journal of empirical finance
32
(
2015
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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