Sovereign Default Risk and Recovery Rates: What Government Bond Markets Expect for Greece
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DOI: j.1467-9396.2012.01049.x
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Cited by:
- Hanedar, Avni Önder & Yaldız Hanedar, Elmas & Göktan, Mehmet Gökhan, 2022. "Insider trading on Ottoman sovereign default: The Ottoman General Debt Bond at European and İstanbul financial markets," Finance Research Letters, Elsevier, vol. 47(PB).
- Ludwig, Alexander, 2013.
"Sovereign risk contagion in the Eurozone: a time-varying coefficient approach,"
MPRA Paper
52340, University Library of Munich, Germany.
- Ludwig, Alexander, 2013. "Sovereign risk contagion in the Eurozone: A time-varying coefficient approach," Dresden Discussion Paper Series in Economics 02/13, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- Sottile, Pedro, 2013. "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, vol. 15(C), pages 160-185.
- Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019.
"Debt, recovery rates and the Greek dilemma,"
Chapters, in: Financial Regulation and Stability, chapter 13, pages 313-326,
Edward Elgar Publishing.
- Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018. "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, vol. 36(C), pages 265-278.
- Ludwig, Alexander, 2014. "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 125-146.
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