Results 31 to 40 of about 746,632 (385)
İktisat Politikası Araştırmaları Dergisi, 2021 Sovereign credit ratings have gained importance in financial markets. Sovereign ratings have the function of providing necessary information in a common language between market participants who need funds and investors.
Merve Kırkıl
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Finance and Society, 2019 This article provides a new perspective on sovereign finance and money in England from pre-modern to early modern times. Re-reading the literature on sovereign fiscality through the lens of sovereign jurisdictions and religious authority, it describes ...
Nicholas Dorn
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Sovereign credit default swaps and the macroeconomy [PDF]
Applied Economics Letters, 2011 The aim of this study is to determine whether the domestic interest rate or the exchange rate affect the sovereign credit default swaps. To date most studies on corporate CDS markets have emphasised the importance of domestic factors such as the interest rate.
Liu, Yang, Morley, Bruce
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Indonesian Capital Market Review, 2013 Getting sovereign credit rating upgrades and achieving investment grade status are main goals for countries in order to gain lower yield spread and cost of borrowing.
Dwi Anggi Novianti +1 more
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Central bank gold reserves and sovereign credit risk
Finance Research Letters, 2021 This paper performs a cross-country panel data analysis to determine whether gold holdings of central banks contribute to sovereign creditworthiness. Higher central bank gold holdings are found to reduce sovereign credit default swap (CDS) spreads, a ...
Sawan Rathi, S. Mohapatra, A. Sahay
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The International Economy, 2021 This paper re-examines the dependence structure between uncertainty in oil prices and sovereign credit risk of oil exporters. To address this issue, we employ a copula approach that allows us to capture asymmetric and nonlinear dependence structures ...
Yao Axel Ehouman
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Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads
Economía, 2019 In this study, we examine the history of sovereign credit ratings in Latin America and the Caribbean, the evolution of credit quality, and the relationship between rating changes and the cost of accessing external financing as reflected in the behavior ...
Inés Bustillo +2 more
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SOVEREIGN DEBT ISSUANCE CHOICE: SUKUK VS CONVENTIONAL BONDS
Journal of Islamic Monetary Economics and Finance, 2020 This paper investigates the determinants and their factors that affect governments’ decision to employ sovereign Sukuk over conventional bonds; the research is based on a sample of 143 Sukuk and 602 conventional sovereign bonds issued in 16 OIC countries
Rhada Boujlil +2 more
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Sovereign Credit Risk in the Euro Zone [PDF]
SSRN Electronic Journal, 2011 What is the current state of sovereign credit risk across Euro zone? Does the recent fiscal crisis extend to other (non Euro zone) countries? Is Greece the center of the problem? How did the current fiscal crisis in the Euro area start? Who is behind it? Why can it evolve? How can it be addressed? And, is a fiscally-challenged country likely to want to
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Sovereign Bond Spreads and Credit Sensitivity [PDF]
SSRN Electronic Journal, 2020 Expectations of risky bond payments are unobservable and recovery rates for sovereigns are hard to estimate because they have no contractual claims to defined assets and samples of defaults are limited. A geometric version of credit spread is used to derive expected payments, dependent on idiosyncratic risk and unrelated to interest rates.
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