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Do country risk indicators work?

Ng, David Tat-chee - In: Progress in economics research 12 (2008), pp. 125-158

Persistent link: https://www.econbiz.de/10003764941

Do country risk indicators work?

Ng, David Tat-chee - In: International business and finance issues, (pp. 45-79). 2007

Persistent link: https://www.econbiz.de/10003708816

Uncovering country risk in emerging market bond prices

Durbin, Erik; Ng, David Tat-chee - 1999

Persistent link: https://www.econbiz.de/10001387635

The sovereign ceiling and emerging market corporate bond spreads

Durbin, Erik; Ng, David Tat-chee - In: Journal of international money and finance 24 (2005) 4, pp. 631-649

Persistent link: https://www.econbiz.de/10002921319

The Anatomy of Sovereign Credit Contagion

Kalotychou, Elena - 2015

We analyze the channels for the cross-border propagation of sovereign credit risk in the international sovereign debt market. We study sovereign credit contagion through the immediate effects of credit events as defined by CDS spread jumps on the credit spreads of other regional sovereigns and...

Persistent link: https://www.econbiz.de/10013019398

Regulation and information costs of sovereign distress : evidence from corporate lending markets

Hasan, Iftekhar; Kim, Suk-Joong; Politsidis, Panagiotis N. - In: The journal of corporate finance : contracting, … 82 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014434978

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

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

Sovereign credit ratings, capital flows and financial sector development in emerging markets

Kim, Suk-Joong; Wu, Eliza - In: Emerging markets review 9 (2008) 1, pp. 17-39

Persistent link: https://www.econbiz.de/10003657877

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