Results 361 to 370 of about 746,632 (385)

The impact of sovereign credit ratings on Eurobond yields: Evidence from Africa

, 2021
Tatonga Gardner Rusike, I. Alagidede
semanticscholar   +1 more source

Effective Sovereign Credit Analysis

AIMR Conference Proceedings, 1998
Global credit shocks of the past two decades have reaffirmed the importance of sovereign credit analysis. Because of the number and sometimes unfamiliar nature. of sovereign issuers, the sovereign analyst faces numerous tasks—from understanding trends in sovereign creditworthiness to identifying key sovereign risk factors and anticipating changes in ...
openaire   +1 more source

Sovereign Credit Default Swap

2013
Abstract This chapter provides a comprehensive overview of the young, but rapidly growing sovereign credit default swap (CDS) market, describes the function, trading, history, market participants, key statistical and stylized facts about CDS prices, determinants, price discovery, and risk issues.
openaire   +1 more source

Geopolitical tensions and sovereign credit risks

Economics Letters
Sercan Demiralay, Said Kaawach, Erhan Kilincarslan, Artur Semeyutin   +3 more
semanticscholar   +1 more source

Sovereign credit default swaps

BIS Quarterly Review, 2003
This paper focuses on the sovereign segment of the credit default swap (CDS) market, examining data covering several years of quotes and trades from an important CDS inter-dealer broker. Compared to corporate or bank CDSs, sovereign CDSs are concentrated in fewer names and in contracts with reference assets of relatively short maturity, apparently a ...
Frank Packer, Chamaree Suthiphongchai
openaire   +1 more source

How Sovereign Is Sovereign Credit Risk?

CFA Digest, 2011
openaire   +1 more source

Religiosity and sovereign credit quality

Journal of Empirical Finance, 2022
Wen-Liang G. Hsieh, Wei-Shao Wu, Anthony H. Tu   +2 more
openaire   +1 more source

Do sovereign credit ratings matter for corporate credit ratings?

Annals of Operations Research, 2020
Nidhaleddine Ben Cheikh, Oussama Ben Hmiden, Y. Zaied, Sabri Boubaker   +3 more
semanticscholar   +1 more source

Sovereign and corporate credit risk: Evidence from the Eurozone

Journal of Corporate Finance, 2015
Mascia Bedendo
exaly  

News sentiment and sovereign credit risk

European Financial Management, 2020
Lara Cathcart
exaly