Euro area sovereign bond risk premia before and during the Covid-19 pandemic. [PDF]
Eur Econ Rev, 2023 Corradin S, Schwaab B.
europepmc +1 more source
Credit default swaps and financial stability [PDF]
Credit default swaps (CDSs), initially intended as instruments for hedging and managing credit risk, have been pinpointed during the recent crisis as being detrimental to financial stability.
Cont, R.
core
The Role of Tax‐Benefit Systems in Reducing the Gender Income Gap in Latin America
Social Policy &Administration, Volume 60, Issue 3, Page 390-408, May 2026.ABSTRACT This paper aims to assess the extent to which cash transfers, direct taxes, and social insurance contributions help to reduce gender income inequalities in seven Latin American countries: Argentina, Bolivia, Colombia, Ecuador, Mexico, Peru, and Uruguay.
María Cecilia Deza +4 more
wiley +1 more source
Tail event-based sovereign credit risk transmission network during COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Naifar N, Shahzad SJH.
europepmc +1 more source
A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors [PDF]
An important research area of the corporate yield spread literature seeks to measure the proportion of the spread that can be explained by factors such as the possibility of default, liquidity, tax differentials and market risk.
Geneviève Gauthier +4 more
core
Stress relief? Funding structures and resilience to the covid shock. [PDF]
J Monet Econ, 2023 Forbes K, Friedrich C, Reinhardt D.
europepmc +1 more source
Sovereign Debt and Credit Default Swaps
Federal Reserve Bank of Richmond Working Papers, 2023 Gaston Chaumont +3 more
openaire +1 more source
A reproducible method to generate multi-building, multi-climate HVAC operation datasets with a stochastic exploratory controller. [PDF]
MethodsXDomingo FA +6 more
europepmc +1 more source
Proxying credit curves via Wasserstein distances. [PDF]
Ann Oper Res, 2022 Michielon M, Khedher A, Spreij P.
europepmc +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
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