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  • Search: subject_exact:"Länderrisiko"
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Year of publication
Subject
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Länderrisiko 5,637 Country risk 5,458 Welt 1,701 World 1,676 Öffentliche Schulden 1,295 Public debt 1,275 Öffentliche Anleihe 1,083 Public bond 1,069 Theorie 920 Internationale Staatsschulden 908 Theory 907 International sovereign debt 902 EU-Staaten 807 EU countries 789 Finanzkrise 740 Financial crisis 734 Kreditrisiko 678 Schwellenländer 676 Credit risk 670 Emerging economies 664 Risikoprämie 660 Risk premium 648 Eurozone 630 Euro area 617 Kreditwürdigkeit 528 Credit rating 521 Entwicklungsländer 512 Auslandsinvestition 502 Foreign investment 487 Developing countries 476 Kreditderivat 442 Credit derivative 438 Schuldenkrise 425 Staatsbankrott 422 Sovereign default 419 Debt crisis 416 Schätzung 385 Estimation 362 Schuldenmanagement 362 Zinsstruktur 362
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Online availability
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Free 2,213 Undetermined 1,009
Type of publication
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Book / Working Paper 3,017 Article 2,598 Journal 23
Type of publication (narrower categories)
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Article in journal 2,206 Aufsatz in Zeitschrift 2,206 Graue Literatur 1,272 Non-commercial literature 1,272 Working Paper 1,208 Arbeitspapier 1,126 Aufsatz im Buch 357 Book section 357 Hochschulschrift 188 Thesis 154 Collection of articles of several authors 66 Sammelwerk 66 Collection of articles written by one author 46 Sammlung 46 Amtsdruckschrift 44 Government document 44 Konferenzschrift 44 Bibliografie enthalten 37 Bibliography included 37 Aufsatzsammlung 27 Conference proceedings 25 Conference paper 24 Konferenzbeitrag 24 Article 20 Case study 15 Fallstudie 15 Handbook 15 Handbuch 15 Dissertation u.a. Prüfungsschriften 14 Amtliche Publikation 11 Mehrbändiges Werk 8 Multi-volume publication 8 Statistik 7 Bibliografie 6 Forschungsbericht 6 Rangliste 6 Ranking 6 Statistics 6 Lehrbuch 4 Systematic review 4
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Language
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English 5,191 German 310 Spanish 57 French 41 Undetermined 13 Polish 9 Russian 6 Italian 5 Portuguese 4 Hungarian 3 Dutch 3 Finnish 1 Slovenian 1 Serbian 1 Chinese 1
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Author
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Aizenman, Joshua 59 Afonso, António 43 Wu, Eliza 31 Sapriza, Horacio 26 Wolff, Guntram B. 25 Panizza, Ugo 24 Arellano, Cristina 23 Martinez, Leonardo 23 Trebesch, Christoph 22 Reinhart, Carmen M. 21 Alsakka, Rasha 20 Ap Gwilym, Owain 20 Bernoth, Kerstin 20 Clark, Ephraim 20 Hatchondo, Juan Carlos 20 Müller, Gernot J. 20 Eaton, Jonathan 19 Packer, Frank 19 Harvey, Campbell R. 18 Kim, Suk-Joong 18 Corsetti, Giancarlo 17 Reisen, Helmut 17 Augustin, Patrick 16 Bai, Yan 16 Kräussl, Roman 16 Maltritz, Dominik 16 Mohapatra, Sanket 16 Nunnenkamp, Peter 16 Bekaert, Geert 15 Dreher, Axel 15 Gaillard, Norbert 15 Gomes, Pedro 15 McAleer, Michael 15 Schnitzer, Monika 15 Chatterjee, Satyajit 14 Erce, Aitor 14 Karmann, Alexander 14 Mallucci, Enrico 14 Pelizzon, Loriana 14 Rigobón, Roberto 14
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Institution
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National Bureau of Economic Research 81 Multilateral Investment Guarantee Agency 13 Compagnie française d'assurance pour le commerce extérieur 6 Instytut Badań nad Gospodarka̜ Rynkowa̜ <Danzig> 6 SUERF - The European Money and Finance Forum 6 Akademie für Volkswirtschaft <Moskau> 5 Internationaler Währungsfonds / Research Department 5 Weltbank 5 International Monetary Fund 4 OECD 4 OECD / Development Centre 4 Polski Bank Rozwoju 4 World Bank Group 4 Colloquium "States, Banks and the Financing of the Economy" <2012, Zürich> 3 Europäische Kommission 3 William Davidson Institute <Ann Arbor, Mich.> 3 Allgemeine Kreditversicherung <Mainz> 2 Asian Development Bank 2 Australian National University / Faculty of Economics and Commerce 2 Centre on Transnational Corporations 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Compagnie Française d'Assurance pour le Commerce Extérieur / Niederlassung in Deutschland 2 Economist Intelligence Unit <London> 2 Friedrich-Schiller-Universität Jena 2 International Finance Corporation 2 Internationaler Währungsfonds 2 Kiel Institute for the World Economy 2 Martin-Luther-Universität Halle-Wittenberg 2 PRS Group <Syracuse, NY> 2 StrategiCo. <La Madeleine> 2 Technische Universität Dresden 2 Universität Zürich 2 Volkswirtschaftliches Forschungszentrum <Frankfurt, Main> 2 World Bank 2 Africa Institute of South Africa 1 African Peer Review Mechanism / Research, Methodology & Coordination Division 1 Afrikanische Union 1 Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach 1 Australian Chamber of Commerce and Industry 1 Australian National University / Faculty of Economics 1
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Published in...
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IMF working papers 84 NBER working paper series 81 Journal of international money and finance 76 Working paper / National Bureau of Economic Research, Inc. 74 NBER Working Paper 67 Discussion paper / Centre for Economic Policy Research 54 Journal of international economics 52 Journal of banking & finance 50 IMF working paper 40 Working paper 38 Applied economics 31 IMF Working Paper 31 Journal of international financial markets, institutions & money 31 Intereconomics : review of European economic policy 29 International review of financial analysis 28 Working paper series / European Central Bank 28 Policy research working paper : WPS 27 Finance research letters 26 Journal of financial stability 26 Research in international business and finance 26 CESifo working papers 23 Global finance journal 23 International review of economics & finance : IREF 23 Discussion paper / Tinbergen Institute 21 Economic modelling 21 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 21 Working paper series 21 ECB Working Paper 20 Economics letters 20 Journal of international business studies : JIBS ; an official journal of the Academy of International Business 20 Applied economics letters 19 Emerging markets review 19 Journal of empirical finance 19 CFS working paper series 18 Discussion papers / CEPR 17 International finance discussion papers 17 Discussion paper / Deutsche Bundesbank 15 Europäische Hochschulschriften / 5 15 International journal of finance & economics : IJFE 15 Journal of monetary economics 15
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Source
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ECONIS (ZBW) 5,485 EconStor 108 USB Cologne (EcoSocSci) 37 RePEc 4 USB Cologne (business full texts) 3 BASE 1
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European financial law and the state-finance nexus : sovereign privileges or market discipline for safe public debt?
Riet, Ad van - In: Finance and society 9 (2023) 2, pp. 39-57
European financial regulation consistently gives governments privileged access to private investors, reflecting the anchor role assigned to sovereign securities as safe and liquid assets for the financial system. Legislative reforms after the financial crisis of 2008 further expanded the...
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Sovereign and sovereign-guaranteed lending 1998-2020
Global Emerging Markets Risk Database Consortium - 2023
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Fiscal sources of inflation risk in EMDEs: the role of the external channel
Banerjee, Ryan; Boctor, Valerie; Mehrotra, Aaron N.; … - 2023
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Sovereign risk and bank lending : theory and evidence from a natural disaster
Başkaya, Yusuf Soner; Hardy, Bryan; Kalemli-Ozcan, Sebnem - 2023
We quantify the sovereign-bank doom loop by using the 1999 Marmara earthquake as an exogenous shock leading to an increase in Turkey's default risk. Our theoretical model illustrates that for banks with higher exposure to government securities, a higher sovereign default risk implies lower net...
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Exchange rate risk and sovereign debt risk in South Africa : a regime dependent approach
Manguzvane, Mathias Mandla; Biyase, Mduduzi - 2023
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Angebotskonzentration bei mineralischen Rohstoffen und Zwischenprodukten - potenzielle Preis- und Lieferrisiken : DERA-Rohstoffliste 2023
Barazi, Siyamend al; Bastian, Dennis; Damm, Sophie; … - 2023 - Datenstand: Mai 2023
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Quantitative easing, accounting and prudential frameworks, and bank lending
Orame, Andrea; Ramcharan, Rodney; Robatto, Roberto - 2023
We study whether regulation that relies on historical cost accounting (HCA) rather than mark-to-market accounting (MMA) to insulate banks' net worth from financial market volatility affects the transmission of quantitative easing (QE) through the bank lending channel. Using detailed supervisory...
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Convenient but risky government bonds
Kaldorf, Matthias; Röttger, Joost - 2023
How does convenience yield interact with sovereign risk and the supply of government bonds? We propose a model of sovereign debt and default in which convenience yield arises because investors are able to pledge government bonds as collateral on financial markets. Convenience yield is dependent...
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The global financial cycle and country risk in emerging markets during stress episodes: a copula covar approach
Melo-Velandia, Luis Fernando; Romero, José Vicente; … - 2023
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Sovereign default network and currency risk premia
Yang, Lu; Yang, Lei; Cui, Xue - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
We construct a sovereign default network by employing high-dimensional vector autoregressions obtained by analyzing connectedness in sovereign credit default swap markets. We develop four measures of centrality, namely, degree, betweenness, closeness, and eigenvector centralities, to detect...
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Does foreign aid reduce the country's risk of OFDI? : the Chinese experience
Wang, Haijun; Yang, Hu; Li, Fengya; Zhang, Min - In: International studies of economics 18 (2023) 2, pp. 238-258
Using a sample of 124 countries assisted by China from 2000 to 2019, this paper examines the impact of foreign aid on outward foreign direct investment (OFDI) and the mitigation mechanism of risk. The research finds that, first, foreign aid can significantly reduce the country risk of recipient...
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Country risk effects and government domestic debt nexus in South Africa
Habanabakize, Thomas; Dickason Koekemoer, Zandri - In: International journal of economics and financial issues … 13 (2023) 1, pp. 29-34
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Eurozone Membership, Financial Integration, and Sovereign Creditworthiness
Wang, Songtao; Sundaram, Rangarajan K. - 2023
In this paper, we examine the impact of eurozone membership on sovereign creditworthiness over the period 1996-2017 and the underlying channels through which the impact operates. We find that: (a) eurozone membership improved sovereign credit ratings, on average by over one notch; (b) the...
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A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
Kräussl, Roman - 2023
This paper deals with the proposed use of sovereign credit ratings in the "Basel Accord on Capital Adequacy" (Basel II) and considers its potential effect on emerging markets financing. It investigates in a first attempt the consequences of the planned revisions on the two central aspects of...
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Risk management problems and the role of insurance in developing countries
Glonti, Vladimer; Tsintsadze, Asie; Oniani, Lela; … - In: Montenegrin journal of economics 19 (2023) 2, pp. 153-165
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International joint ventures, shareholder returns, venture complexity, and political risk
Wild, John J.; Wild, Jonathan M.; Wild, Kenneth L. - In: The journal of corporate accounting & finance 34 (2023) 2, pp. 135-148
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Global shocks in emerging economies : an empirical investigation
Ferreira, Mauro Sayar; Valério, André Cordeiro - In: Revista brasileira de economia : RBE ; publicação de … 76 (2023) 3, pp. 315-348
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Bank regulation and sovereign risk : a paradox
Afonso, António; Teixeira, André - 2023
This paper investigates the impact of banking prudential regulation on sovereign risk. We show that prudential regulation reduces sovereign risk and induces governments to spend more. As a result, countries with tight prudential regulation have lower primary budget balances and accumulate more...
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Identifying financial fragmentation : do sovereign spreads in the EMU reflect differences in fundamentals?
Kakes, Jan; End, Jan-Willem van den - 2023
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China as an international lender of last resort
Horn, Sebastian; Parks, Bradley; Reinhart, Carmen M.; … - 2023 - First draft: March 2023
This paper shows that China has launched a new global system for cross-border rescue lending to countries in debt distress. We build the first comprehensive dataset on China’s overseas bailouts between 2000 and 2021 and provide new insights into China’s growing role in the global financial...
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The politics of redistribution and sovereign default
Scholl, Almuth - 2023
This paper studies how distributional and electoral concerns shape sovereign default incentives within a quantitative model of sovereign debt with heterogeneous agents and non-linear income taxation. The small open economy is characterized by a two-party system in which the left-wing party has a...
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The forgotten lender : the role of multilateral lenders in sovereign debt and default
Bru Muñoz, María - 2023
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Sovereign risk and bank lending : evidence from 1999 Turkish earthquake
Başkaya, Yusuf Soner; Hardy, Bryan; Kalemli-Ozcan, Sebnem - 2023
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What does the CDS market imply for a U.S. default?
Benzoni, Luca; Cabanilla, Christian; Cocco, Alessandro; … - 2023
As the debt ceiling episode unfolds, we highlight a sharp increase in activity across the U.S. credit default swaps (CDS) market and infer the likelihood of a U.S. default from these market prices. Beginning in January 2023, we document a significant increase in U.S. CDS trading activity and...
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Revisiting the Fiscal Theory of Sovereign Risk from a DSGE Viewpoint
Okano, Eiji; Inagaki, Kazuyuki - 2023
In this study, we revisit Uribe's (2006, Journal of Monetary Economics) `fiscal theory of sovereign risk,' which suggests a trade-off between stabilizing inflation and suppressing default. Unlike Uribe (2006), we develop a class of dynamic stochastic general equilibrium models in which the...
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Does Us Sovereign Default Risk Drive Global Interbank Funding Risk?
Cottrell, Simon; Delpachitra, Sarath; Ma, Yihong; Yu, Xiao - 2023
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
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Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
Kräussl, Roman - 2023
Credit rating changes for long-term foreign currency debt may act as a wake-up call with up-grades and downgrades in one country affecting other financial markets within and across national borders. Such a potential (contagious) rating effect is likely to be stronger in emerging market...
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Accounting for Sovereign Risk When Investing in Emerging Markets
Anshuman, V. Ravi; Martin, John; Titman, Sheridan - 2023
In theory, political risk is project‐specific and should be accounted for in the estimation of the expected investment cash flows. But in practice, the political risk associated with this type of investment is typically accounted for implicitly by adjusting the investment's required rate of...
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Does Central Clearing Affect Counterparty Risk and Liquidity Risk in the Sovereign CDS Market?
Molleyres, Josephine; Zimmermann, Heinz - 2023
Central counterparty clearing houses (CCPs) provide risk management for OTC transactions. Using a global sample of sovereign credit default swaps (CDS) issued between 2010 and 2017, this paper analyzes the impact of the global structural shift from over-the-counter to voluntary CCP clearing of...
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CDS Risk Premia Forecasting with Multi-Featured Deep Rnns : An Application on Br[I]Cs Countries
Kutuk, Yasin - 2023
This study tries to predict as accurately as possible CDS risk premia for BRICS countries by utilizing state-of-the-art recurrent neural network architectures. These are ELMAN, NARX, GRU, and LSTM RNNs in the time series setting, taking into account both local and global features. The predictive...
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Climate Transition Spillovers and Sovereign Risk : Evidence from Indonesia
Gourdel, Régis; Monasterolo, Irene; Gallagher, Kevin P. - 2023
We study the macro-financial relevance of climate transition risks for sovereigns that can materialize as a result of the introduction of low-carbon policies in a trading partner country. We define this notion as climate transition spillover risk, and we apply it to the analysis of the...
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The Signaling Effects of Sovereign Borrowing
Lu, Yang K.; Qu, Bowen - 2023
We provide novel empirical evidence suggestive of signaling effects of sovereign borrowing on a country's default risk. Using the S\&P sovereign rating as a proxy for default risk, we find significant state-contingent effects of sovereign debt growth on a country's rating, with the state being...
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Sustainable Development Goals and sovereign bond spreads : investor implications
2023
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Sovereign Debt and Credit Default Swaps
Chaumont, Gaston; Gordon, Grey; Sultanum, Bruno; Tobin, … - 2023
ow do credit default swaps (CDS) affect sovereign debt markets? The answer depends crucially on trading frictions, risk-sharing, arbitrage violations, and spillovers from secondary to primary markets. We propose a sovereign default model where investors trade bonds and CDS over the counter via...
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Penalties and Premiums in Sovereign Credit Ratings
Rexer, Jonah; Kapstein, Ethan B.; Tantravahi, Adityamohan; … - 2023
Credit rating agencies collapse high-dimensional borrower characteristics into summaries of creditworthiness, facilitating capital flows. But biases embedded in rating algorithms may lead to misallocation. We test for bias in sovereign credit ratings across a wide array of borrower-country...
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Reputational recovery under political instability : public debt in Portugal, 1641-83
Costa, Leonor Freire; Miranda, Susana Münch - In: The economic history review 76 (2023) 3, pp. 871-891
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Enhancing fiscal space and ensuring sustainable financing
Banerjee, Shuvojit - 2023
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Natural resources and sovereign risk in emerging economies : a curse and a blessing
Hamann, Franz; Mendez-Vizcaino, Juan Camilo; Mendoza, … - 2023
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Sustainability integration for sovereign debt investors : engaging with countries on the SDGs
Zanten, Jan Anton van; Sharma, Bhavya; Christensen, Malene - In: Journal of sustainable finance & investment 13 (2023) 3, pp. 1300-1317
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Effect of macroprudential policies on sovereign bond markets : evidence from the ASEAN-4 countries
Aizenman, Joshua; Uddin, Mohammed Gazi Salah; Luo, Tianqi; … - 2023
This paper examines whether prudential policies help to reduce sovereign bond vulnerability to global spillover risk in ASEAN-4 countries (Indonesia, Malaysia, the Philippines, and Thailand). We measure sovereign vulnerability within a risk connectedness network among sovereign bonds. The direct...
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Spreads auf Staatsanleihezinsen, der EZB-Sicherheitenrahmen und Peripherieprämien in der Eurozone
Schuster, Florian - 2023
In diesem Paper wird die Entwicklung der Spreads auf Staatsanleihezinsen in der Eurozone vor der Finanzkrise untersucht. Während die Renditespannen auf den europäischen Staatsanleihemärkten bis Mitte der 2000er Jahre bei null lagen, haben sie sich seitdem in vielen Mitgliedstaaten...
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Heterogeneity of the MENA region's bank stock returns : oes country risk matter?
Al-Baity, Mohamed; Mallek, Ray Saadaoui; Bakather, Adnan; … - In: Journal of open innovation : technology, market, and … 9 (2023) 2, pp. 1-15
This study examined the impact of country-risk factors on bank stock returns in the Middle East and North Africa (MENA) region countries. It also investigated whether Islamic banks differed from conventional banks and whether oil rent significantly moderated the risk-returns nexus. Using data...
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Sovereign portfolio composition and bank risk : the case of European banks
Baziki, Selva Bahar; Nieto, María J.; Turk Ariss, Rima - 2023
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A Causal Linkage : Corporate Debt and Sovereign Spreads
Kwak, Jun Hee - 2023
This study shows that corporate debt accumulation during credit booms can explain increases in sovereign risk during stress periods. Using detailed firmlevel database across six Eurozone countries, I construct granular instruments for aggregate corporate leverage. Instrumental variable...
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Does Country Risk Impact the Banking Sectors’ Non-Performing Loans? Evidence from BRICS Emerging Economies
Saliba, Chafic Bassam; Farmanesh, Panteha; Athari, … - 2023
This study aims to fill the gap in the literature by specifically investigating the impact of country risk on the credit risk of the banking sectors operating in Brazil, Russia, India, China, and South Africa (BRICS), emerging countries. More specifically, we explore whether the country-specific...
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Sovereign CDS and Currency Carry Trades
Calice, Giovanni; Lin, Ming-Tsung; Sickles, Robin C.; … - 2023
We investigate the link between sovereign credit default swaps (CDS) and currency carry trades. We demonstrate that the term structure of sovereign CDS exhibits a significant explanatory power for crash risk and currency risk. We show that global uncertainty shocks in developed economies have a...
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Back-Testing Credit Risk Parameters on Low Default Portfolios : A Bayesian Approach with an Application to Sovereign Risk
Caprioli, Sergio; Cogo, Riccardo; Cavallari, Raphael - 2023
The validation of the Probabilities of Default estimated by a rating system model is particularly challenging in the context of low default portfolios; for example, Sovereign portfolios tend to exhibit a very low number (often zero) of defaults, so that traditional hypothesis tests are...
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Sovereign Risk, Debt Composition and Exchange Rate Regimes
Paczos, Wojtek; Keyser, Alice - 2023
We study how exchange rate regime affects the relationship between size and composition of sovereign debt and its riskiness. Domestic and foreign sovereign debt carry different exchange rate and default risks, which depend on the exchange regime. We collect data on the 10-year government bond...
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Climatic Oscillations and Sovereign Debt Crises
Gregory, Richard Paul - 2023
I present the case for the relationship between climatic oscillations and sovereign debt crisis between 1970 to 2018. I find strong empirical evidence of a relationship between the Antarctic Oscillation, the Madden-Julian Oscillation, the North Atlantic Oscillation, the Pacific North American...
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Bank Regulation and Sovereign Risk : A Paradox
Afonso, António; Teixeira, André - 2023
This paper investigates the impact of banking prudential regulation on sovereign risk. We show that prudential regulation reduces sovereign risk and induces governments to spend more. As a result, countries with tight prudential regulation have lower primary budget balances and accumulate more...
Persistent link: https://ebtypo.dmz1.zbw/10014356478
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