scholarly journals Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets

2016 ◽  
Author(s):  
Christoph Grosse Steffen
Keyword(s):  
Risk Aversion ◽  
Sovereign Debt ◽  
Time Varying ◽  
Debt Markets

Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals’ Asset Allocation

CFA Digest ◽  
2009 ◽  
Vol 39 (1) ◽  
pp. 86-88
Author(s):  
Christopher J. Sullivan
Keyword(s):  
Risk Aversion ◽  
Asset Allocation ◽  
Time Varying

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

Intra-Regional Credit Contagion and Global Systemic Risk in International Sovereign Debt Markets

2013 ◽  
Author(s):  
Elena Kalotychou ◽  
Eli M. Remolona ◽  
Eliza Wu
Keyword(s):  
Systemic Risk ◽  
Sovereign Debt ◽  
Debt Markets ◽  
Credit Contagion

Speculation in European Sovereign Debt Markets

2016 ◽  
Author(s):  
Bart Frijns ◽  
Remco C. J. Zwinkels
Keyword(s):  
Sovereign Debt ◽  
Debt Markets

Predictability in Emerging Sovereign Debt Markets

2001 ◽  
Author(s):  
Gergana Jostova, CFA
Keyword(s):  
Sovereign Debt ◽  
Debt Markets

An Irrelevance Theorem for Risk Aversion and Time-Varying Risk

2018 ◽  
Author(s):  
Andrew Y. Chen ◽  
Francisco Palomino
Keyword(s):  
Risk Aversion ◽  
Time Varying
Sign in / Sign up

Export Citation Format

Share Document