Dynamics of Sovereign Credit Contagion

The Journal of Derivatives ◽

10.3905/jod.2014.22.1.027 ◽

2014 ◽

Vol 22 (1) ◽

pp. 27-45 ◽

Author(s):

Alex YiHou Huang ◽

Chih-Chun Chen ◽

Chung-Hua Shen

Keyword(s):

Sovereign Credit ◽

Credit Contagion

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The Anatomy of Sovereign Credit Contagion

SSRN Electronic Journal ◽

10.2139/ssrn.2630582 ◽

2015 ◽

Author(s):

Elena Kalotychou ◽

Eli M. Remolona ◽

Eliza Wu

Keyword(s):

Sovereign Credit ◽

Credit Contagion

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Effective Sovereign Credit Analysis

AIMR Conference Proceedings ◽

10.2469/cp.v1998.n3.2 ◽

1998 ◽

Vol 1998 (3) ◽

pp. 3-9

Author(s):

George A. Ashur

Keyword(s):

Sovereign Credit ◽

Credit Analysis

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Current Conditions and Outlook for Corporate and Sovereign Credit Markets

CFA Institute Conference Proceedings Quarterly ◽

10.2469/cp.v31.n1.3 ◽

2014 ◽

Vol 31 (1) ◽

pp. 1-11

Author(s):

Edward I. Altman

Keyword(s):

Credit Markets ◽

Sovereign Credit

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SOUTHEAST EUROPEAN CAPITAL MARKETS: DYNAMICS, RELATIONSHIP AND SOVEREIGN CREDIT RISK

10.2478/9783110648324 ◽

2018 ◽

Author(s):

Ani Stoykova ◽

Mariya Paskaleva

Keyword(s):

Credit Risk ◽

Capital Markets ◽

Sovereign Credit ◽

Sovereign Credit Risk

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An Analysis on the Determinant factor of Sovereign Credit Ratings after the European Debt Crisis

Journal of Economic Studies ◽

10.30776/jes.36.1.7 ◽

2018 ◽

Vol 36 (1) ◽

pp. 149-168

Author(s):

Ho-Sang Choi

Keyword(s):

Debt Crisis ◽

Credit Ratings ◽

Sovereign Credit ◽

Sovereign Credit Ratings ◽

European Debt Crisis ◽

Determinant Factor

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Sustainability and Sovereign Credit Ratings in Emerging Markets: Nigeria as a Case Study

SSRN Electronic Journal ◽

10.2139/ssrn.2147533 ◽

2012 ◽

Author(s):

Allan Dwyer

Keyword(s):

Emerging Markets ◽

Credit Ratings ◽

Sovereign Credit ◽

Sovereign Credit Ratings

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

SSRN Electronic Journal ◽

10.2139/ssrn.2246594 ◽

2013 ◽

Author(s):

Elena Kalotychou ◽

Eli M. Remolona ◽

Eliza Wu

Keyword(s):

Systemic Risk ◽

Sovereign Debt ◽

Debt Markets ◽

Credit Contagion

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Sovereign Credit Spread, International Influence and Country Governance

SSRN Electronic Journal ◽

10.2139/ssrn.2414467 ◽

2014 ◽

Author(s):

Biao Guo ◽

Kai Dai ◽

David Newton

Keyword(s):

Credit Spread ◽

Sovereign Credit

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The Relationship between Sovereign Credit and EUR/USD Risk Premia in the Eurozone

SSRN Electronic Journal ◽

10.2139/ssrn.2512198 ◽

2014 ◽

Author(s):

Matthias Held ◽

Marcel Omachel

Keyword(s):

Risk Premia ◽

Sovereign Credit ◽

The Relationship

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Sovereign Defaults and Exchange Rate Shocks in the Eurozone: A Simple Measure for Systemic Sovereign Credit Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2513178 ◽

2014 ◽

Author(s):

Marcel Omachel ◽

Markus Rudolf

Keyword(s):

Exchange Rate ◽

Credit Risk ◽

Sovereign Credit ◽

Simple Measure ◽

Sovereign Credit Risk ◽

Exchange Rate Shocks ◽

Sovereign Defaults

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