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List of Document
Title Author/Affiliation Topic Year of Publication
Public Financing Under Balanced Budget Rules Minjie Deng, Chang Liu - Simon Fraser University, National University of Singapore Economic Policies 2022
Emerging Markets Sovereign CDS Spreads During Covid-19: Economics Versus Epidemiology News Timo Daehler, Joshua Aizenman, Yothin Jinjarak - University of Southern California, National Bureau of Economic Research (NBER), Victoria University of Wellington Financial Analysis 2020
An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors Sara Cecchetti - Bank of Italy Financial Analysis 2020
Fiscal Limits and Sovereign Credit Spreads Kevin Pallara, Jean-Paul Renne - University of Lausanne Financial Analysis 2019
The interactions and trade-offs of sovereign credit default swap (cds) and bond spreads in a dynamic context Ioannis A. Tampakoudis, Andrius Tamošiūnas, Demetres N. Subeniotis, Ioannis G. Kroustalis - Department of Business Administration, University of Macedonia, Thessaloniki, Greece Department of Management, Vilnius Gediminas Technical University, Vilnius, Lithuania Financial Analysis 2018
Sovereign CDS Calibration under a Hybrid Sovereign Risk Model Gian Luca De Marchi, Marco Di Francesco, Sidy Diop, Andrea Pascucci - UnipolSai Assicurazioni SpA, University of Bologna Financial Analysis 2018
How does Sovereign Bond Market integration relate to fundamentals and CDS spreads? Ines Chaieb, Vihang Errunza, Rajna Gibson Brandon - University of Geneva & SFI, Université McGill Cost and Risk 2017
Sovereign credit spreads under good/bad governance Alexandre Jeanneret - HEC Montréal Institutional and Organizational Framework 2018
Sovereign Risk Zones in Europe During and After the Debt Crisis Veni Arakelian, Petros Dellaportas, Roberto Savona, Marika Vezzoli - Panteion University of Athens, Athens University of Economics and Business, University of Brescia Financial Analysis 2018
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Patrick Augustin, Mikhail Chernov, Dongho Song - McGill University, University of California, Boston College Financial Analysis 2018

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