Similar Search Results

The dynamics of sovereign credit default swaps and the evolution of the financial crisis in selected Central European economies

Kliber, Agata - In: Finance a úvěr 64 (2014) 4, pp. 330-350

Persistent link: https://www.econbiz.de/10010399918

Risk transmission between sovereign credit default swaps and government bonds during the global financial crisis : the case of the Czech Republic, Hungary and Poland

Będowska-Sójka, Barbara; Kliber, Agata - In: Central European journal of economic modelling and … 11 (2019) 3, pp. 153-173

Persistent link: https://www.econbiz.de/10012294594

Impact of COVID-19 on sovereign risk : Latin America versus Asia

Bȩdowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457479

Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads

Bedowska-Sojka, Barbara - 2017

In the article we examine what determines the Polish sovereign Credit Default Swap dynamics. We consider not only measures of changes of the economic situation of the country, but also the impact of the international data. We find that the dynamics of the Polish sCDSs is very vulnerable to the...

Persistent link: https://www.econbiz.de/10012942386