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DP16898 Do the SDGs affect sovereign bond spreads? First evidence 智库出版物
2022
作者:  Eline Ten Bosch;  Mathijs Van Dijk;  Dirk Schoenmaker
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Sustainable development goals  Sovereign credit default swaps  Sovereign credit spreads  Default risk  Country sdg performance  
DP16628 Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives 智库出版物
2021
作者:  Viral Acharya;  Timothy Johnson
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Credit derivatives  Credit default swaps  Sovereign credit risk  Eurozone  Sovereign debt crisis  Depository trust and clearing corporation (dtcc)  
DP12857 Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 智库出版物
2018
作者:  Mikhail Chernov;  Patrick Augustin
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Credit default swaps  Exchange rates  Credit risk  Sovereign debt  Contagion  
DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums 智库出版物
2016
作者:  Mikhail Chernov;  Lukas Schmid
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Sovereign default  Credit default swaps  Recursive preferences  
Structural reform lowers country risk 智库出版物
2014
作者:  Camilo Umana Dajud
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Structural reforms  Risk premiums  Credit default swaps  Sovereign debt  
DP9229 Euro at Risk: The Impact of Member Countries?Credit Risk on the Stability of the Common Currency 智库出版物
2012
作者:  Christian Wolff;  Thorsten Lehnert
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Credit default swaps  Currency options  Currency stability  European sovereign debt crisis  Risk-neutral distribution  
DP8679 A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk 智库出版物
2011
作者:  Viral Acharya;  Philipp Schnabl;  Itamar Drechsler
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Financial crises  Forbearance  Deleveraging  Sovereign debt  Growth  Credit default swaps