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Interpreting Sovereign Spreads
Remolona, Eli M. - 2013
Sovereign spreads can be broken up into two components: the expected loss from default and the risk premium, with the latter reflecting how investors price the risk of unexpected losses. We show that the risk premium is often the larger part of the spread
Persistent link: https://www.econbiz.de/10013094774
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Are changes in spreads of external-market debt also induced by contagion?
Wong, José Carlos - In: Intereconomics : review of European economic policy 35 (2000) 2, pp. 72-80
Persistent link: https://www.econbiz.de/10001461159
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Financial crises in emerging markets : an essay on financial globalisation and fragility
Lamfalussy, Alexandre - 2000
Persistent link: https://www.econbiz.de/10001432659
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Interpreting sovereign spreads
Remolona, Eli M.; Scatigna, Michaela; Wu, Eliza - In: BIS quarterly review : international banking and … (2007), pp. 27-39
Persistent link: https://www.econbiz.de/10003444284
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How do global investors differentiate between sovereign risks : the new normal versus the old
Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - 2016
Persistent link: https://www.econbiz.de/10011439801
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How do global investors differentiate between sovereign risks? : the new normal versus the old
Amstad, Marlene; Remolona, Eli M.; Shek, Jimmy - In: Journal of international money and finance 66 (2016), pp. 32-48
Persistent link: https://www.econbiz.de/10011668446
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Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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International debt and financial crises in emerging market economies
Hale, Galina - 2002
Persistent link: https://www.econbiz.de/10003776135
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Emerging market sovereign bond spreads, credit ratings and global financial crisis
Özmen, Erdal; Yaşar, Özge Doğanay - In: Economic modelling 59 (2016), pp. 93-101
Persistent link: https://www.econbiz.de/10011647772
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Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Lee, Yong Woong; Hong, KiHoon; Yang, Kisung - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1513-1537
Persistent link: https://www.econbiz.de/10012123613