Works matching DE "SOVEREIGN risk"

Results: 174

Editors' Introduction to the 2025 Special Issue on Novel Risks and Sources of Volatility: Identification and Measurement Challenges for Portfolio Management.

Published in:

Journal of Portfolio Management, 2025, v. 51, n. 7, p. 1, doi. 10.3905/jpm.2025.1.704

By:

Fabozzi, Frank J.;
Karagozoglu, Ahmet K.

Publication type:

Article

Why they keep missing: An empirical investigation of sovereign bond ratings and their timing*.

Published in:

Scottish Journal of Political Economy, 2022, v. 69, n. 2, p. 186, doi. 10.1111/sjpe.12301

By:

El‐Shagi, Makram;
von Schweinitz, Gregor

Publication type:

Article

Reserve Accumulation, Macroeconomic Stabilization, and Sovereign Risk.

Published in:

Review of Economic Studies, 2024, v. 91, n. 4, p. 2053, doi. 10.1093/restud/rdad075

By:

Bianchi, Javier;
Sosa-Padilla, César

Publication type:

Article

An Apocalypse Foretold: Climate Shocks and Sovereign Defaults.

Published in:

Open Economies Review, 2022, v. 33, n. 1, p. 89, doi. 10.1007/s11079-021-09624-8

By:

Cevik, Serhan;
Jalles, João Tovar

Publication type:

Article

Mapping of sovereign risks in small island economies: An application of contingent claim approach to fiji.

Published in:

Cogent Economics & Finance, 2020, v. 8, n. 1, p. 1, doi. 10.1080/23322039.2020.1727158

By:

Jain, Devendra Kumar;
Singh, Rup;
Patel, Arvind;
Lau, Evan

Publication type:

Article

Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach.

Published in:

Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00699-z

By:

Kumar, Pawan;
Singh, Vipul Kumar

Publication type:

Article

Sovereign Risk Indices and Bayesian Theory Averaging.

Published in:

Econometrics (2225-1146), 2020, v. 8, n. 2, p. 22, doi. 10.3390/econometrics8020022

By:

Lenkoski, Alex;
Aanes, Fredrik L.

Publication type:

Article

Dependence between Stock Returns of Italian Banks and the Sovereign Risk.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 2, p. 23, doi. 10.3390/econometrics5020023

By:

Durante, Fabrizio;
Foscolo, Enrico;
Weissensteiner, Alex

Publication type:

Article

EL GOLFO: UN OASIS EN RIESGO.

Published in:

Anuario Internacional CIDOB, 2019, p. 168

By:

BAABOOD, ABDULLAH

Publication type:

Article

EUROPEAN FINANCIAL MARKETS CONNECTEDNESS AND MONETARY POLICY COMMUNICATION STRATEGY: SPILLOVER EFFECTS FOR CENTRAL AND EASTERN EUROPE.

Published in:

Journal of Public Administration, Finance & Law, 2024, n. 31, p. 82, doi. 10.47743/jopafl-2024-31-6

By:

Cecilia, CIOCÎRLAN;
Andreea, STANCEA;
Dimitrie-Daniel, PLĂCINTĂ

Publication type:

Article

On the International Spillover Effects of Country‐Specific Financial Sector Bailouts and Sovereign Risk Shocks<sup>*</sup>.

Published in:

Economic Record, 2021, v. 97, n. 317, p. 285, doi. 10.1111/1475-4932.12580

By:

Greenwood‐Nimmo, Matthew;
Nguyen, Viet Hoang;
Wu, Eliza

Publication type:

Article

Understanding and strengthening the role of catastrophe lottery in catastrophe risk transfer system.

Published in:

Journal of Contingencies & Crisis Management, 2021, v. 29, n. 2, p. 226, doi. 10.1111/1468-5973.12338

By:

Kong, Feng

Publication type:

Article

THE IMPACT OF PROBABILITY OF DEFAULT AND SOVEREIGN RISK ON ECONOMIC GROWTH VARIANCE.

Published in:

Revista Economică, 2021, v. 73, n. 3, p. 171, doi. 10.56043/reveco-2021-0030

By:

STRĂCHINARU, Adina-Ionela

Publication type:

Article

Country risk and political risk under investigation - recent trends, prospects, and implications.

Published in:

Romanian Economic Journal, 2024, v. 27, n. 88, p. 2, doi. 10.24818/REJ/2024/88/01

By:

Andreica, Ioana Sorina;
Bodea, Gabriela;
Deceanu, Liviu Daniel

Publication type:

Article

Does BRRD mitigate the bank-to-sovereign risk channel?

Published in:

PLoS ONE, 2024, v. 19, n. 4, p. 1, doi. 10.1371/journal.pone.0292040

By:

Lamers, Martien;
Present, Thomas;
Soenen, Nicolas;
Vennet, Rudi Vander

Publication type:

Article

The Relationship Between Volatility and Sovereign Credit Risk in the Emerging Markets: A Nonlinear ARDL Approach.

Published in:

Ege Academic Review, 2022, v. 22, n. 1, p. 49, doi. 10.21121/eab.1064521

By:

YİĞİT, Fatih;
ALIYEV, Fuzuli

Publication type:

Article

European Public Policies and Sovereign Risk in the Eurozone: How State-Contingent Governance Hampers Fiscal Discipline.

Published in:

Economists' Voice, 2023, v. 20, n. 2, p. 147, doi. 10.1515/ev-2023-0013

By:

van Riet, Ad

Publication type:

Article

Bayesian Network Model of China's Financial Risk Under COVID-19 Based on Grey Clustering.

Published in:

Journal of Grey System, 2022, v. 34, n. 3, p. 21

By:

Shuli Yan;
Jiacheng Feng;
Na Zhang;
Xiangyan Zeng

Publication type:

Article

Debt Managers' Reaction to Sovereign Risk in the Euro Area: Evidence and Policy Implications.

Published in:

CESifo Economic Studies, 2021, v. 67, n. 3, p. 276, doi. 10.1093/cesifo/ifab001

By:

Arnold, Ivo J M

Publication type:

Article

The single supervision mechanism and contagion between bank and sovereign risk.

Published in:

Journal of Regulatory Economics, 2019, v. 55, n. 1, p. 67, doi. 10.1007/s11149-018-09373-6

By:

Cantero Sáiz, María;
Sanfilippo Azofra, Sergio;
Torre Olmo, Begoña

Publication type:

Article

The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis.

Published in:

Computational Economics, 2024, v. 63, n. 3, p. 1213, doi. 10.1007/s10614-023-10489-x

By:

Cinicioglu, Esma Nur;
Huyugüzel Kışla, Gül;
Önder, A. Özlem;
Muradoğlu, Y. Gülnur

Publication type:

Article

Leaders and Default.

Published in:: International Studies Quarterly, 2020, v. 64, n. 2, p. 406, doi. 10.1093/isq/sqaa003
Publication type:: Article

AN ANALYSIS OF THE IMPACT OF EXTERNAL FINANCIAL RISKS ON THE SOVEREIGN RISK PREMIUM OF LATIN AMERICAN ECONOMIES.

Published in:

Economic Analysis Review / Revista de Análisis Económico, 2017, v. 32, n. 2, p. 131

By:

ALFARO, RODRIGO;
MEDEL, CARLOS A.;
MORENO, CAROLA

Publication type:

Article

AN ASSESSMENT OF THE INTERRELATIONS BETWEEN COUNTRY RISK, ECONOMIC GROWTH AND GOOD GOVERNANCE: THE CASE OF THE VISEGRAD FOUR.

Published in:

Journal of Eastern European & Central Asian Research, 2021, v. 8, n. 4, p. 610, doi. 10.15549/jeecar.v8i4.810

By:

Meyer, Daniel

Publication type:

Article

Back-testing credit risk parameters on low default portfolios: a simple Bayesian transfer learning approach with an application to sovereign risk‖.

Published in:

Quantitative Finance, 2025, v. 25, n. 3, p. 491, doi. 10.1080/14697688.2025.2466740

By:

Caprioli, Sergio;
Cavallari, Raphael;
Foschi, Jacopo;
Cogo, Riccardo

Publication type:

Article

Systemic risk in the European sovereign and banking system.

Published in:

Quantitative Finance, 2017, v. 17, n. 4, p. 633, doi. 10.1080/14697688.2016.1205212

By:

Xu, Simon;
In, Francis;
Forbes, Catherine;
Hwang, Inchang

Publication type:

Article

RISK AND COST OF SOVEREIGN DEBT IN THE MEMBER STATES OF THE EUROPEAN UNION AS A FACTOR OF THEIR ECONOMY DEVELOPMENT.

Published in:

Marketing & Management of Innovations / Marketing ì Menedžment Ìnnovacìj, 2018, n. 1, p. 304, doi. 10.21272/mmi.2018.1-23

By:

Pulay, Gyula Zoltán

Publication type:

Article

When Banks Grow Too Big for Their National Economies: Tail Risks, Risk Channels, and Government Guarantees.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 5, p. 2041, doi. 10.1017/S0022109018000327

By:

Hagendorff, Jens;
Keasey, Kevin;
Vallascas, Francesco

Publication type:

Article

Does Bolsonaro Have a Point? (Or Does He Have a Semicolon?).

Published in:

Grey Room, 2023, n. 91, p. 68, doi. 10.1162/grey_a_00373

By:

De Abreu, Maria José

Publication type:

Article

What Drives Sovereign Debt Maturity in European Countries?

Published in:

Panoeconomicus, 2018, v. 65, n. 2, p. 137, doi. 10.2298/PAN151224010G

By:

González-Fernández, Marcos;
González-Velasco, Carmen

Publication type:

Article

Exchange Rates, Foreign Currency Exposure and Sovereign Risk.

Published in:: Deutsches Institut für Wirtschaftsforschung: DIW-Wochenbericht, 2019, v. 2019, n. 21/22, p. 387
Publication type:: Article

Calculating the Debt Gap.

Published in:

Antipode, 2017, v. 49, p. 19, doi. 10.1111/anti.12184

By:

Ross, Andrew

Publication type:

Article

News sentiment and sovereign credit risk.

Published in:

European Financial Management, 2020, v. 26, n. 2, p. 261, doi. 10.1111/eufm.12219

By:

Cathcart, Lara;
Gotthelf, Nina M.;
Uhl, Matthias;
Shi, Yining

Publication type:

Article

The Impact of the 2011 Short-Sale Ban on Financial Stability: Evidence from the Spanish Stock Market.

Published in:

European Financial Management, 2016, v. 22, n. 5, p. 1001, doi. 10.1111/eufm.12085

By:

Arce, Óscar;
Mayordomo, Sergio

Publication type:

Article

ESG Global Score Indicator - The new sovereign rating Case study - European Union.

Published in:

Theoretical & Applied Economics, 2024, v. 31, n. 2, p. 269

By:

(MĂRĂȘESCU) NECULA, Ana Maria

Publication type:

Article

Is a Regional Credit Rating Agency for the ASEAN Feasible?

Published in:

DLSU Business & Economics Review, 2018, v. 27, n. 2, p. 35

By:

Tullao Jr., Tereso S.;
Cabuay, Christopher James R.;
Hofileña, Daniel S.

Publication type:

Article

ESBies: safety in the tranches.

Published in:

Economic Policy, 2017, v. 32, n. 90, p. 175, doi. 10.1093/epolic/eix004

By:

Brunnermeier, Markus K.;
Langfield, Sam;
Pagano, Marco;
Reis, Ricardo;
Van Nieuwerburgh, Stijn;
Vayanos, Dimitri

Publication type:

Article

Fiscal risks and their impact on banks' capital buffers in South Africa.

Published in:

South African Journal of Economics, 2023, v. 91, n. 1, p. 116, doi. 10.1111/saje.12337

By:

Makrelov, Konstantin;
Pillay, Neryvia;
Morule, Bojosi

Publication type:

Article

Identifying Sovereign Risk Spillover Channels: A Spatial Econometric Approach.

Published in:

Emerging Markets Finance & Trade, 2022, v. 58, n. 10, p. 2820, doi. 10.1080/1540496X.2021.2010539

By:

Huang, Wei-Qiang;
Liu, Peipei

Publication type:

Article

Oil and Sovereign Credit Risk: Asymmetric Nonlinear Dynamic Interactions.

Published in:

Emerging Markets Finance & Trade, 2021, v. 57, n. 7, p. 2006, doi. 10.1080/1540496X.2019.1668775

By:

Ngene, Geoffrey;
Jinghua Wang;
Hassan, M. Kabir;
Julio, Ivan;
Jung-Suk Yu

Publication type:

Article

Sovereign Risk Contagion in East Asia: A Mixture of Time-Varying Copulas Approach.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 7, p. 1513, doi. 10.1080/1540496X.2018.1445989

By:

Lee, Yongwoong;
Hong, KiHoon;
Yang, Kisung

Publication type:

Article

Corporate Credit Spreads and the Sovereign Ceiling in Latin America.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 5, p. 1217, doi. 10.1080/1540496X.2016.1174853

By:

Grandes, Martin;
Panigo, Demian Tupac;
Pasquini, Ricardo Aníbal

Publication type:

Article

العىاهل المحذدة للتصنيف الائتواني السيادي حسب هنهجيت عرض وتحليل S&P Standard & Poor's وكالت

Published in:

Economic Sciences, 2019, v. 14, n. 54, p. 19

By:

ضيذاى طىيرش هاشن

Publication type:

Article

Soberania e legitimidade na União Económica e Monetária: o caso do Mecanismo Europeu de Estabilidade.

Published in:

Analise Social, 2020, v. 55, n. 236, p. 654, doi. 10.31447/AS00032573.2020236.08

By:

DE ANGELIS, GABRIELE

Publication type:

Article

Bracing for the Typhoon: Climate change and sovereign risk in Southeast Asia.

Published in:

Sustainable Development, 2021, v. 29, n. 3, p. 537, doi. 10.1002/sd.2199

By:

Beirne, John;
Renzhi, Nuobu;
Volz, Ulrich

Publication type:

Article

How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?

Published in:

Journal of Applied Statistics, 2019, v. 46, n. 11, p. 2030, doi. 10.1080/02664763.2019.1579305

By:

Fong, Tom;
Hui, Ceara;
Wong, Alfred Y.-T.

Publication type:

Article

More Rocks in our Heads: Stories of Exploring for Mineral Deposits in Exotic Lands.

Published in:

Journal of Australasian Mining History, 2023, v. 21, p. 153

By:

Hudson, Geoff

Publication type:

Article

THE MACROECONOMIC EFFECTS OF SOVEREIGN RISK PREMIUM SHOCK: A CASE STUDY FOR TURKEY.

Published in:

Journal of Management & Economics Research, 2018, v. 16, n. 2, p. 236, doi. 10.11611/yead.420440

By:

VARLIK, Nimet;
GEBEŞOĞLU, Fulya

Publication type:

Article

Risk Transmission Between Sovereign Credit Default Swaps and Government Bonds During the Global Financial Crisis. The Case of the Czech Republic, Hungary and Poland.

Published in:

Central European Journal of Economic Modelling & Econometrics, 2019, v. 11, n. 3, p. 153

By:

Bedowska-Sójka, Barbara;
Kliber, Agata

Publication type:

Article

The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk.

Published in:

Energy Journal, 2024, v. 45, n. 5, p. 65, doi. 10.1177/01956574241240293

By:

Constant, Karine;
Davin, Marion;
Truchis, Gilles de;
Keddad, Benjamin

Publication type:

Article