113 related articles for article (PubMed ID: 35221820)
1. Tail event-based sovereign credit risk transmission network during COVID-19 pandemic.
Naifar N; Shahzad SJH
Financ Res Lett; 2022 Mar; 45():102182. PubMed ID: 35221820
[TBL] [Abstract][Full Text] [Related]
2. The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence.
Hao X; Sun Q; Xie F
Econ Model; 2022 Apr; 109():105794. PubMed ID: 35153362
[TBL] [Abstract][Full Text] [Related]
3. Emerging markets sovereign CDS spreads during COVID-19: Economics versus epidemiology news.
Daehler TB; Aizenman J; Jinjarak Y
Econ Model; 2021 Jul; 100():105504. PubMed ID: 36569375
[TBL] [Abstract][Full Text] [Related]
4. Euro area sovereign bond risk premia before and during the Covid-19 pandemic.
Corradin S; Schwaab B
Eur Econ Rev; 2023 Apr; 153():104402. PubMed ID: 36817322
[TBL] [Abstract][Full Text] [Related]
5. Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?
Anton SG; Afloarei Nucu AE
Entropy (Basel); 2020 Mar; 22(3):. PubMed ID: 33286112
[TBL] [Abstract][Full Text] [Related]
6. Sovereign default network and currency risk premia.
Yang L; Yang L; Cui X
Financ Innov; 2023; 9(1):83. PubMed ID: 37192902
[TBL] [Abstract][Full Text] [Related]
7. COVID-19 and credit risk: A long memory perspective.
Yin J; Han B; Wong HY
Insur Math Econ; 2022 May; 104():15-34. PubMed ID: 35153349
[TBL] [Abstract][Full Text] [Related]
8. Modelling sovereign credit ratings and assessing the impartiality: A case study of China.
Su M
PLoS One; 2023; 18(9):e0289321. PubMed ID: 37682891
[TBL] [Abstract][Full Text] [Related]
9. Sovereign credit ratings during the COVID-19 pandemic.
Tran Y; Vu H; Klusak P; Kraemer M; Hoang T
Int Rev Financ Anal; 2021 Nov; 78():101879. PubMed ID: 36532659
[TBL] [Abstract][Full Text] [Related]
10. In sickness and in debt: The COVID-19 impact on sovereign credit risk.
Augustin P; Sokolovski V; Subrahmanyam MG; Tomio D
J financ econ; 2022 Mar; 143(3):1251-1274. PubMed ID: 36268533
[TBL] [Abstract][Full Text] [Related]
11. Sovereign debt responses to the COVID-19 pandemic.
Zheng H
J Int Econ; 2023 Jul; 143():103766. PubMed ID: 37192871
[TBL] [Abstract][Full Text] [Related]
12. A Study on the Transnational Spillover Effects of Bank Risk and Sovereign Risk-From the Perspective of COVID-19 Epidemic Situation.
Hu L; Wang Z; Hu S; Shi W; Wang S; Wang Y
Front Public Health; 2022; 10():940126. PubMed ID: 35812498
[TBL] [Abstract][Full Text] [Related]
13. How credit default swap market measures carbon risk.
Zhang Y; Liu Y; Wang H
Environ Sci Pollut Res Int; 2023 Jul; 30(34):82696-82716. PubMed ID: 37329376
[TBL] [Abstract][Full Text] [Related]
14. Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis.
Raimbourg P; Salvadè F
Financ Res Lett; 2021 May; 40():101663. PubMed ID: 32837372
[TBL] [Abstract][Full Text] [Related]
15. Covid-19, credit risk management modeling, and government support.
Telg S; Dubinova A; Lucas A
J Bank Financ; 2023 Feb; 147():106638. PubMed ID: 36033649
[TBL] [Abstract][Full Text] [Related]
16. The relationship between sovereign credit rating changes and firm risk.
Chang CC; Wong WK; Lo ST; Liao YH
Heliyon; 2023 Oct; 9(10):e20444. PubMed ID: 37818010
[TBL] [Abstract][Full Text] [Related]
17. Corporate bond market reactions to quantitative easing during the COVID-19 pandemic.
Nozawa Y; Qiu Y
J Bank Financ; 2021 Dec; 133():106153. PubMed ID: 34785856
[TBL] [Abstract][Full Text] [Related]
18. COVID-19 Pandemic and Global Corporate CDS Spreads.
Hasan I; Marra M; To TY; Wu E; Zhang G
J Bank Financ; 2023 Feb; 147():106618. PubMed ID: 35873083
[TBL] [Abstract][Full Text] [Related]
19. Credit contingent interest rate swap pricing.
Huang H; Huang H; Wang E; Zhu H
Math Ind Case Stud; 2017; 8(1):6. PubMed ID: 32010413
[TBL] [Abstract][Full Text] [Related]
20. Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.
Vukovic DB; Romanyuk K; Ivashchenko S; Grigorieva EM
Expert Syst Appl; 2022 May; 194():116553. PubMed ID: 35095216
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]