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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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2015
Credit rating agencies perform an important service to capital markets by collecting and disseminating information about the (relative) credit quality of potential borrowers and risks associated with their debt instruments. They facilitate the creation of liquidity, an important feature of corporate and sovereign bond markets.
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Credit rating agencies perform an important service to capital markets by collecting and disseminating information about the (relative) credit quality of potential borrowers and risks associated with their debt instruments. They facilitate the creation of liquidity, an important feature of corporate and sovereign bond markets.
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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 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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Sovereign risk and financial risk
Journal of International Economics, 2022Simon Gilchrist +2 more
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Sustainability and sovereign credit risk
International Review of Financial Analysis, 2023Rosanne Vanpee, Igor Loncarski
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Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk
Resources Policy, 2023Lu Yang
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Country Risk and Sovereign Risk Analysis
2009We classify factors that determine country risk into four groupings: the political climate, the economic environment, the financial condition, and the social institution. The political climate factor refers to the stability, maturity and functioning of the political system; the representativeness and collectiveness of government; the scale of domestic ...
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Tail risk transmission from commodity prices to sovereign risk of emerging economies
Resources Policy, 2022Zhengyong Zhang +2 more
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In sickness and in debt: The COVID-19 impact on sovereign credit risk
Journal of Financial Economics, 2022Patrick Augustin +2 more
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