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Title Author/Affiliation Topic Year of Publication
Sovereign Credit Ratings analysis using the Logistic Regression Model Oliver Takawira, John W. Muteba Mwamba - University of Johannesburg, South Africa Financial Analysis 2022
Default or depreciate Yasin Kürsat, Önder Enes Sunel - Ghent University Financial Analysis 2021
The premia on state-contingent sovereign debt instruments Deniz Igan, Taehoon Kim, Antoine Levy - Bank for International Settlements, International Monetary Fund, Massachusetts Institute for Technology Financial Analysis 2022
Monetary and Fiscal Policy in a Nonlinear Model of Public Debt Gian Italo Bischi, Germana Giombini, Giuseppe Travaglini - University of Urbino Financial Analysis 2022
Government Debt Maturity and the Term Structure in Japan Junko Koeda, Yosuke Kimura - Waseda University, Tokyo Institute of Technology Financial Analysis 2022
Term premium dynamics and its determinants: the Mexican case Ana Aguilar, María Diego-Fernández, Rocio Elizondo, Jessica Roldán-Peña - BIS, Banco de Mexico, Casa de Bolsa Finamex Financial Analysis 2022
Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques Oleksandr Castello, Marina Resta - University of Genova Financial Analysis 2022
Serial Sovereign Default: The Role of Shocks and Fiscal Habits J. R. Faria, P. McAdam, J. Orrillo - Florida Atlantic University, European Central Bank, Catholic University of Brasília Financial Analysis 2021
ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies? Raphaël Semet, Thierry Roncalli, Lauren Stagnol - University of Paris-Saclay, Amundi Asset Management Financial Analysis 2021
Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico Remy Beauregard, Jens H. E. Christensen, Eric Fischer, Simon Zhu - Federal Reserve Bank of San Francisco Financial Analysis 2021

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