Birds of a feather: separating spillovers from shocks in sovereign default

Annals of Finance ◽

10.1007/s10436-021-00392-6 ◽

2021 ◽

Author(s):

Ryan Rudderham

Keyword(s):

Sovereign Default

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Unpleasant Surprises : Sovereign Default Determinants And Prospects

10.1596/1813-9450-5401 ◽

2010 ◽

Author(s):

Jesus Crespo Cuaresma ◽

Gallina A. Vincelette ◽

Luca Bandiera

Keyword(s):

Sovereign Default

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Redesigning Credit Derivatives to Better Cover Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2050499 ◽

2012 ◽

Author(s):

Darrell Duffie ◽

Mohit Thukral

Keyword(s):

Default Risk ◽

Credit Derivatives ◽

Sovereign Default ◽

Sovereign Default Risk

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Monetary and Fiscal Policy with Sovereign Default

SSRN Electronic Journal ◽

10.2139/ssrn.2470407 ◽

2014 ◽

Author(s):

Joost Roettger

Keyword(s):

Fiscal Policy ◽

Sovereign Default ◽

Monetary And Fiscal Policy

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Asset Allocation Under (One's Own) Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2759805 ◽

2016 ◽

Author(s):

Didier Maillard

Keyword(s):

Asset Allocation ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Ricardian Equivalence and Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2906312 ◽

2017 ◽

Author(s):

Stefan Eichler ◽

Ju Hyun Pyun

Keyword(s):

Default Risk ◽

Sovereign Default ◽

Ricardian Equivalence ◽

Sovereign Default Risk

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Structural Estimation of Sovereign Default Models: Does a Stochastic Trend Amplify Financial Frictions?

SSRN Electronic Journal ◽

10.2139/ssrn.3062671 ◽

2017 ◽

Author(s):

Takefumi Yamazaki

Keyword(s):

Financial Frictions ◽

Structural Estimation ◽

Sovereign Default ◽

Stochastic Trend

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Sovereign default and capital controls

Review of International Economics ◽

10.1111/roie.12533 ◽

2021 ◽

Author(s):

Robert A. McDowall

Keyword(s):

Capital Controls ◽

Sovereign Default

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Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps

Journal of Financial Stability ◽

10.1016/j.jfs.2012.11.007 ◽

2013 ◽

Vol 9 (3) ◽

pp. 330-336 ◽

Author(s):

Thorsten Janus ◽

Yothin Jinjarak ◽

Manachaya Uruyos

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

Sovereign Default ◽

Sovereign Default Risk ◽

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Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk

NBER International Seminar on Macroeconomics ◽

10.1086/658302 ◽

2010 ◽

Vol 7 (1) ◽

pp. 7-30 ◽

Author(s):

Thomas Laubach

Keyword(s):

Fiscal Policy ◽

Interest Rates ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Exchange Rate Policy Under Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1759883 ◽

2011 ◽

Author(s):

Andreas Schabert

Keyword(s):

Exchange Rate ◽

Default Risk ◽

Exchange Rate Policy ◽

Sovereign Default ◽

Sovereign Default Risk ◽

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