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DP16750 Sovereign Risk and Financial Risk 智库出版物
2021
作者:  Simon Gilchrist;  Bin Wei;  Vivian Yue;  Egon Zakrajšek
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign bonds  Cds  Global financial risk  Excess bond premium  Global financial cycle  
The cost of political uncertainty: Lessons from the 2011 US debt ceiling crisis 智库出版物
2021
作者:  Filippo Gori
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
US debt ceiling  Political uncertainty  Credit risk  bank funding costs  Cds  
DP16058 Exchange Rates and Sovereign Risk 智库出版物
2021
作者:  Pasquale Della Corte;  LUCIO SARNO;  Maik Schmeling;  Christian Wagner
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Exchange rates  Currency risk premium  Currency options  Sovereign risk  Cds spreads  
DP15668 Credit default swaps around the world 智库出版物
2021
作者:  Söhnke Bartram;  Jennifer Conrad;  Jongsub Lee;  Marti Subrahmanyam
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credit default swaps  Cds  Investment policy  Financing policy  Creditor rights  Property rights  Ownership concentration  
DP13535 The Long and Short of It: The Post-Crisis Corporate CDS Market 智库出版物
2019
作者:  Nina Boyarchenko;  Anna Costello;  Or Shachar
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Cds positions  Cds transactions  Dealer market power  
DP12694 Safe Haven CDS Premiums 智库出版物
2018
作者:  David Lando;  Sven Klinger
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Cds premiums  Capital charges  Cva  Cds-bond basis  
DP9898 Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts 智库出版物
2014
作者:  Richard Portes;  Anne-Laure Delatte
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Cds indices  European sovereign crisis  Panel smooth threshold regression models  
From recession to normalcy: Recoveries as a third phase of the business cycle 智库出版物
2013
作者:  Antonio Fatas;  Ilian Mihov
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Regulation  Global crisis  Eurozone crisis  Cds  Credit default swap  
DP9252 When Is There a Strong Transfer Risk from the Sovereigns to the Corporates? Property Rights Gaps and CDS Spreads 智库出版物
2012
作者:  Shang-Jin Wei;  Jennie Bai
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign risk  Cds  Property rights institutions  Contracting institutions  Transfer risk  
DP9249 The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis 智库出版物
2012
作者:  Marcel Fratzscher;  John Beirne
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Contagion  Sovereign debt crisis  Bond spreads  Cds spreads  Ratings  Sovereign risk