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Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
In: Sciences Po publications.
RePEc:spo:wpmain:info:hdl:2441/6b3bdv9unt9mspi3ri2ff917d6.

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  1. Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana.
    In: Public Sector Economics.
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  2. The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis.
    In: MPRA Paper.
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  3. Financial Crises and Climate Change. (2020). Jalles, Joao ; Cevik, Serhan.
    In: Working Papers REM.
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  4. The Effect of the PSI in the Relationship Between Sovereign and Bank Credit Risk: Evidence from the Euro Area. (2019). Margaritis, Dimitris ; Psillaki, Maria ; Papafilis, Michalis-Panayiotis.
    In: Multinational Finance Journal.
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  5. On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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  6. Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models. (2017). Hacioglu Hoke, Sinem ; Kapetanios, George.
    In: Bank of England working papers.
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  7. Bank and sovereign risk feedback loops. (2015). .
    In: Working Papers.
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  8. Bank and sovereign risk feedback loops. (2015). Erce, Aitor.
    In: Globalization Institute Working Papers.
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  9. Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond. (2015). Yuan, Chunming ; Pongsiri, Tanu J..
    In: Economie Internationale.
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  10. Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries. (2014). Aristei, David ; Martelli, Duccio .
    In: Journal of Economics and Business.
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  50. The impact of interbank and public debt markets on the competition for bank deposits. (2013). Montes, Carlos Perez .
    In: Working Papers.
    RePEc:bde:wpaper:1319.

    Full description at Econpapers || Download paper

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