The contagion effect in European sovereign debt markets: A regime-switching vine copula approach

2018 ◽  
Vol 58 ◽  
pp. 153-165 ◽  
Author(s):  
Ahmed BenSaïda
Keyword(s):  
Regime Switching ◽  
Sovereign Debt ◽  
Contagion Effect ◽  
Debt Markets ◽  
Copula Approach ◽  
Vine Copula

The Kiss of Death: IMF Subsidies in Sovereign Debt Markets

1999 ◽  
Author(s):  
Duane W. Rockerbie ◽  
Stephen T. Easton
Keyword(s):  
Sovereign Debt ◽  
Debt Markets

Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets

2013 ◽  
Author(s):  
Christoph Riedel ◽  
Kannan S. Thuraisamy ◽  
Niklas F. Wagner
Keyword(s):  
Sovereign Debt ◽  
Debt Markets ◽  
Credit Cycle ◽  
Cycle Dependent

Credit cycle dependent spread determinants in emerging sovereign debt markets

2013 ◽  
Vol 17 ◽  
pp. 209-223 ◽  
Author(s):  
Christoph Riedel ◽  
Kannan S. Thuraisamy ◽  
Niklas Wagner
Keyword(s):  
Sovereign Debt ◽  
Debt Markets ◽  
Credit Cycle ◽  
Cycle Dependent
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