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Title Author/Affiliation Topic Year of Publication
Measuring sovereign risk in peripheral euro area countries with contingent claim models: a comparison with traditional indicators Manish K.Singh, Marta Gómez-Puig , Simón Sosvilla-Rivero - Universitat de Barcelona, Universidad Complutense de Madrid Financial Analysis 2019
Breaking the Sovereign-Bank Nexus Jorge Abad - Center for Monetary and Financial Studies (CEMFI) Financial Analysis 2019
What is a sustainable Public Debt? Pablo D'Erasmo, Enrique G. Mendoza, Jing Zhang - Federal Reserve Bank of Philadelphia University of Pennsylvania Federal Reserve Bank of Chicago Financial Analysis 2015
Forecasting Local Currency Bond Risk Premia of Emerging Markets: the role of Cross-Country macro-financial linkages Oghuzan Cepni, Ethem Guney, M. Hasan Yilmaz - University of Pretoria, Department of Economics Financial Analysis 2019
International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability Xingwang Qian, Andreas Steiner - SUNY Buffalo State, ifo Institute Financial Analysis 2019
Banks’ holdings of risky sovereign bonds in the absence of the nexus – yield seeking with central bank funding or de-risking? Rainer Frey, Mark Weth - Deutsche Bundesbank Financial Analysis 2019
Corporate Spreads, Sovereign Spreads, and crises Julia Bevilaqua, Galina B. Hale, Eric Tallman - Wharton School of Business. Federal Reserve Bank of San Francisco Financial Analysis 2019
Sovereigns at Risk. A dynamic model of sovereign debt and banking leverage Nuno Coimbra - Paris School of Economics Financial Analysis 2019
Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period Eduardo Lima Campos, Rubens Penha Cysne - EPGE Escola Brasileira de Economia e Finanças Financial Analysis 2019
Public debt versus Environmental debt: What are the relevant Tradeoffs? Mohamed Boly, Jean-Louis Combes, Pascale Combes-Motel, Maxime Menuet, Alexandru Minea, Patrick Villieu - Université Clermont Auvergne, Carleton University Ottawa, Université Orléans Financial Analysis 2019

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