Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries

Empirica ◽  
2015 ◽  
Vol 43 (1) ◽  
pp. 1-35 ◽  
Author(s):  
Arkady Gevorkyan ◽  
Willi Semmler
Keyword(s):  
Developed Countries ◽  
Risk Premia ◽  
Sovereign Risk ◽  
Macroeconomic Variables

Sovereign Risk Premia

2011 ◽  
Author(s):  
Adrien Verdelhan ◽  
Nicola Borri
Keyword(s):  
Risk Premia ◽  
Sovereign Risk

scholarly journals Sovereign risk premia: The link between fiscal rules and stability culture

2014 ◽  
Vol 41 ◽  
pp. 110-127 ◽  
Author(s):  
Friedrich Heinemann ◽  
Steffen Osterloh ◽  
Alexander Kalb
Keyword(s):  
Risk Premia ◽  
Fiscal Rules ◽  
Sovereign Risk

Sovereign Risk Ratings: Biased Toward Developed Countries?

2011 ◽  
Vol 47 (sup2) ◽  
pp. 69-87 ◽  
Author(s):  
Derya Gültekin-Karakaş ◽  
Mehtap Hisarcıklılar ◽  
Hüseyin Öztürk
Keyword(s):  
Developed Countries ◽  
Sovereign Risk

scholarly journals Sovereign Risk Premia: The Link between Fiscal Rules and Stability Culture

2013 ◽  
Author(s):  
Friedrich Heinemann ◽  
Steffen Osterloh ◽  
Alexander Kalb
Keyword(s):  
Risk Premia ◽  
Fiscal Rules ◽  
Sovereign Risk

Multidimensional Assessment of Economies by the Level of Sovereign Risk Premium

2020 ◽  
Vol 2020 (2) ◽  
pp. 3-27
Author(s):  
Sergey Drobyshevsky ◽  
Pavel Trunin ◽  
Lyudmila Gadiy ◽  
Mariya Chembulatova
Keyword(s):  
Monetary Policy ◽  
Risk Premium ◽  
International Market ◽  
Developed Countries ◽  
Credit Default Swaps ◽  
Sovereign Risk ◽  
Political Risks ◽  
Credit Default ◽  
Monetary Authorities

The analysis of the international market for credit default swaps (CDS) shows that the interdependence of sovereign CDS spreads is increasing and the market remains segmented. However, the reduction in the variation of sovereign CDS spreads means increased competition for capital and should be taken into account by monetary authorities of developed countries when they tighten monetary policy. The article shows a significant role of political risks in determining the level of sovereign risk.

Fiscal institutions, fiscal policy and sovereign risk premia in EMU

Public Choice ◽  
2008 ◽  
Vol 136 (3-4) ◽  
pp. 379-396 ◽  
Author(s):  
Mark Hallerberg ◽  
Guntram B. Wolff
Keyword(s):  
Fiscal Policy ◽  
Risk Premia ◽  
Sovereign Risk ◽  
Fiscal Institutions

Recent Estimates of Sovereign Risk Premia for Euro-Area Countries

2012 ◽  
Author(s):  
Antonio Di Cesare ◽  
Giuseppe Grande ◽  
Michele Manna ◽  
Marco Taboga
Keyword(s):  
Euro Area ◽  
Risk Premia ◽  
Sovereign Risk
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