Tags: "Sovereign risk premia"

1. Local Currency Sovereign Risk

Local Currency Sovereign Risk Sovereign risk premiaDerivatives Federal Reserve Board, Harvard Business School Wenxin Du, Jesse Schreger

2. Government Bonds: snapback risk alert

Government Bonds: snapback risk alertMarket Liquidity IPE.com Joseph Mariathasan Sovereign risk premia

3. Hurricanes, Natural and Manmade, Weigh on Sovereign Risk

Hurricanes, Natural and Manmade, Weigh on Sovereign RiskSovereign risk premia Moody’s Dana Gordon, Xian Li, Irina Baron Sovereign defaults

4. ECB-Global: introducing ECB's global macroeconomic model for spillover analysis

ECB-Global: introducing ECB's global macroeconomic model for spillover analysisSovereign risk premia European Central Bank Alistair Dieppe, Georgios Georgiadis,

5. Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Sovereign CDSSovereign risk premia McGill University, University of California, Boston

6. Are Sovereign Credit Ratings Pro-cyclical? A controversial issue revisited in light of the current financial crisis

Are Sovereign Credit Ratings Pro-cyclical? A controversial issue revisited in light of the current financial crisisSovereign risk premia “Tor Vergata” University

7. Official demand for US debt: implications for US real rates

Official demand for US debt: implications for US real ratesSovereign risk premia Bank of England, Bank of Italy Iryna Kaminska, Gabriele Zinna Financial Analysis

8. The Rewards of Fiscal Consolidation: Sovereign Spreads and Confidence Effects

The Rewards of Fiscal Consolidation: Sovereign Spreads and Confidence EffectsSovereign risk premia International Monetary Fund Antonio David, Jaime Guajardo, Jua

9. Forecasting Local Currency Bond Risk Premia of Emerging Markets: the role of Cross-Country macro-financial linkages

Forecasting Local Currency Bond Risk Premia of Emerging Markets: the role of Cross-Country macro-financial linkagesSovereign risk premia University of Pretoria,

10. Pricing Sovereign Debt in Resource-Rich Economies

Pricing Sovereign Debt in Resource-Rich EconomiesSovereign risk premia IMF Thomas McGregor Financial Analysis