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Title Author/Affiliation Topic Year of Publication
The role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads Michele Anelli, Michele Patanè, Mario Toscano, Stefano Zedda - University of Siena, University of Cagliari Financial Analysis 2020
A mismatch between External Debt Finances and Consumption Cost in Nigeria Cordelia Onyinyechi Omodero, Ben-Caleb Egbide, Joseph Ugochukwu Madugba, Benjamin Ighodalo Ehikioya - Covenant University Ota, Landmark University Financial Analysis 2020
What explains the Sovereign Credit Default Swap Spreads changes in the GCC Region? Nader Naifar - Saud Islamic University Financial Analysis 2020
The driving factors of EMU Government Bond Yields: the role of Debt, Liquidity and Fiscal Councils Anastasios Pappas , Ioannis Kostakis - Hellenic Fiscal Council Financial Analysis 2020
CDS Auctions: an overview Erica Paulos, Bruno Sultanum, Elliot Tobin - Federal Reserve Bank of Richmond Financial Analysis 2020
Sovereign CDS Market: the role of Dealers in Credit Events Lawrence Jia, Bruno Sultanum, Elliot Tobin - Federal Reserve Bank of Richmond Financial Analysis 2020
Low Interest Rates, Policy, and the predictive content of the Yield Curve Michael Bordo, Joseph G. Haubrich - Federal Reserve Bank of Cleveland Financial Analysis 2020
An analysis of network filtering methods to Sovereign Bond yields during COVID-19 Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer, Erika Fille Legara - arXivLabs Financial Analysis 2020
The COVID-19 Pandemic and Sovereign Bond Risk Alin Marius Andries, Steven Ongena, Nicu Sprincean - Alexandru Ioan Cuza University of Iasi, University of Zurich Financial Analysis 2020
The effects of the COVID-19 Pandemic through the Lens of the CDS Spreads Alin Marius Andrieș, Steven Ongena, Nicu Sprincean - “Alexandru Ioan Cuza” University of Iași, University of Zurich Financial Analysis 2020

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