Unpleasant surprises : sovereign default determinants and prospects
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- Skintzi, Vasiliki D., 2019.
"Determinants of stock-bond market comovement in the Eurozone under model uncertainty,"
International Review of Financial Analysis, Elsevier, vol. 61(C), pages 20-28.
- Skintzi, Vasiliki, 2017. "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," MPRA Paper 78278, University Library of Munich, Germany.
- Klomp, Jeroen, 2017. "Flooded with debt," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 93-103.
- Ferry, Marin & Raffinot, Marc & Venet, Baptiste, 2021.
"Does debt relief “irresistibly attract banks as honey attracts bees”? Evidence from low-income countries’ debt relief programs,"
International Review of Law and Economics, Elsevier, vol. 66(C).
- Marin Ferry & Marc Raffinot & Baptiste Venet, 2021. "Does debt relief “irresistibly attract banks as honey attracts bees”? Evidence from low-income countries’ debt relief programs," Post-Print hal-03148522, HAL.
- Maltritz, Dominik & Molchanov, Alexander, 2014. "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 224-234.
- Clark, Ephraim & Kassimatis, Konstantinos, 2015. "Macroeconomic effects on emerging-markets sovereign credit spreads," Journal of Financial Stability, Elsevier, vol. 20(C), pages 1-13.
- Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.
- Maltritz, Dominik & Molchanov, Alexander, 2013. "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5275-5284.
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Keywords
Debt Markets; External Debt; Bankruptcy and Resolution of Financial Distress; Economic Theory&Research; Currencies and Exchange Rates;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2010-08-28 (Central Banking)
- NEP-FOR-2010-08-28 (Forecasting)
- NEP-IFN-2010-08-28 (International Finance)
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