Results 271 to 280 of about 9,034 (308)
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2020
Starting in the mid-1970s, an increasing number of economists began using the term “country risk” to refer to “sovereign risk” (see Chap. 1). At the time of this writing, that confusion has not yet completely dissipated and so the two terms are sometimes used interchangeably. This chapter focuses on what is known as “type-3 country risk” (CR3)—in other
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Starting in the mid-1970s, an increasing number of economists began using the term “country risk” to refer to “sovereign risk” (see Chap. 1). At the time of this writing, that confusion has not yet completely dissipated and so the two terms are sometimes used interchangeably. This chapter focuses on what is known as “type-3 country risk” (CR3)—in other
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Sovereign default risk assessment
International Journal of Banking, Accounting and Finance, 2013We propose a new approach toward assessing sovereign risk by examining rigorously the health and aggregate default risk of a nation's private corporate sector. Models can be utilised to measure the probability of default of the non-financial sector cumulatively for five years, both as an absolute measure of corporate risk vulnerability and a relative ...
Rijken, H.A., Altman, E.I.
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Sovereign Risk and Economic Complexity
This paper investigates how a country's economic complexity influences its sovereign yield spread with respect to the United States. Notably, a one-unit increase in the Economic Complexity Index is associated with a reduction of about 87 basis points in the 10-year yield spread. However, this effect is largely non-significant for maturities under threeJose E. Gomez-Gonzalez +2 more
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Identifying Sovereign Bond Risks
SSRN Electronic Journal, 2002This paper tries to identify the risks embodied in foreign-currency denominated sovereign bond spreads. It adopts an instrumental variables method , which attributes the explanatory power of fundamentals in a spread equation to their predictive power for observed risk realizations.
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Sovereign Risk and Financial Risk [PDF]
, 2012 This paper examines the evidence on the relationship between sovereign bond spreads, economic activity, and global financial risk. Using an extensive data set of prices of outstanding sovereign bonds trading in the secondary market, we construct a comprehensive country index for sovereign bond spread dataset.
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In the aftermath of the financial crisis, new financial market regulation is being implemented, and increasing numbers of countries are establishing new legislation for macroprudential oversight. Against this backdrop, this thought provoking book provides a platform for the leading international experts to discuss and encourage future debate on ...
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Cancer risk among World Trade Center rescue and recovery workers: A review
Ca-A Cancer Journal for Clinicians, 2022Paolo Boffetta +2 more
exaly