Results 31 to 40 of about 5,650 (310)
This paper aims to test whether the average sovereign bond spread was statistically different from the average provincial spread in Argentina during 1997-2001, that is if investors perceived that Argentina’s default risk being a federal country should ...
Martín Grandes, Gerardo della Paolera
doaj +2 more sources
Sovereign default and debt renegotiation [PDF]
In this paper, we develop a small open economy model to study sovereign default and debt renegotiation within a dynamic borrowing framework. The model features both endogenous default risk and endogenous debt recovery rates. A country’s future borrowing and default decisions affect the determination of debt recovery rates in a Nash bargaining game ...
openaire +1 more source
Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets
We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian ...
Daehyoung Cho , Kyongwook Choi
doaj +1 more source
Maturity, indebtedness, and default risk [PDF]
We present a novel and tractable model of long-term sovereign debt. We make two sets of contributions. First, on the substantive side, using Argentina as a test case we show that unlike one-period debt models, our model of long-term sovereign debt is ...
Satyajit Chatterjee, Burcu Eyigungor
core +6 more sources
ANALISA SOVEREIGN RISK NEGARA BERKEMBANG: TEMUAN DARI PERILAKU PREMI CREDIT DEFAULT SWAP
Persepsi pelaku pasar asing terhadap perekonomian domestik dapat diukur melalui sovereign risk. Risiko ini merupakan hasil evaluasi/assestment lembaga rating mengenai probabilitas suatu entitas berdaulat (negara) akan melakukan wanprestasi terhadap ...
Moch. Doddy Ariefianto +1 more
doaj +1 more source
Aim/purpose – This paper investigates the accuracy of leading indicators in the case of the 2001 sovereign default crisis and the 2018 currency turmoil in Argentina.
Gruszczyński Marcin, Majczak Paweł
doaj +1 more source
Sovereign default and capital accumulation [PDF]
I introduce endogenous capital accumulation into an otherwise standard quantitative sovereign default model in the tradition of Eaton and Gersovitz (1981), and find that conditional on a level of debt, default incentives are U shaped in the capital stock: the economy with too small or too large amounts of capital is likely to default. In addition to an
openaire +1 more source
Pre‐analytical handling critically determines liquid biopsy performance. This study defines practical best‐practice conditions for cell‐free DNA (cfDNA) and extracellular vesicle–derived DNA (evDNA), showing how processing time, storage conditions, tube type, and plasma input volume affect DNA integrity and mutation detection.
Jonas Dohmen +11 more
wiley +1 more source
The article investigates the state of the Eurozone countries’ financial security in the context of the world economic environment globalization. For the purpose of this, financial security is considered in terms of institutional, instrumental, and ...
Nataliia Goncharenko +3 more
doaj +1 more source
Pancreatic sensory neurons innervating healthy and PDAC tissue were retrogradely labeled and profiled by single‐cell RNA sequencing. Tumor‐associated innervation showed a dominant neurofilament‐positive subtype, altered mitochondrial gene signatures, and reduced non‐peptidergic neurons.
Elena Genova +14 more
wiley +1 more source

