Search results for DETERMINANTS OF SPREADS OF ROMANIAN SOVEREIGN BONDS - an application on the EMBIG spreads –

DETERMINANTS OF SPREADS OF ROMANIAN SOVEREIGN BONDS - an application on the EMBIG spreads – Student: BERBECARU CLAUDIA-FLORIANA Supervisor: Professor MOISĂ ALTĂR The…

DETERMINANTS OF SPREADS OF ROMANIAN SOVEREIGN BONDS - an application on the EMBIG spreads – Student: BERBECARU CLAUDIA-FLORIANA Supervisor: Professor MOISĂ ALTĂR The…

7/31/2019 Sovereign Spreads 1/53Fiscal Policy, Interest Rates and Risk Premia in Open EconomySalvatore DellErba and Sergio SolaThe Graduate Institute of International and…

WP/13/84 Italian Sovereign Spreads: Their Determinants and Pass-through to Bank Funding Costs and Lending Conditions Edda Zoli © 2013 International Monetary Fund WP/13/…

7/29/2019 WP Sovereign Spreads Global Risk 1/332011/02Sovereign Spreads: Global Risk Aversion,Contagion or Fundamentals?Carlos Caceres, Vincenzo Guzzo andMiguel SegovianoCNBV…

Microsoft Word - Fiscal opacity paper v6Jue Wang*, Jiri Svec and Maurice Peat School of Business, This version: December 2012 Abstract     *Corresponding author

HOW SOVEREIGN IS SOVEREIGN CREDIT RISK? By FRANCIS A. LONGSTAFF, JUN PAN, LASSE H. PEDERSEN, AND KENNETH J. SINGLETON∗ We study the nature of sovereign credit risk using…

Page 1 of 23 What Drives Movements in Sovereign CDS Spreads? By JOSEPH A. BOGACZYK, ASEEM GROVER, AND MEILINDA HUANG Abstract We primarily aim to find the macroeconomic factors…

Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks Monica Billio†, Mila Getmansky‡, Dale Gray§, Andrew W. Lo¶, Robert C. Mertonkand…

The information content of Hungarian sovereign CDS spreadssovereign CDS spreads sovereign CDS spreads * Cut-off date for data: June 2008. The views expressed here are those

spreads for PIIGS - A macroeconomic approach ABSTRACT This study examines the effects of changes in macroeconomic variables on sovereign CDS spreads for the countries within

In-Sample and Out-of-Sample Predictability∗ Ana-Maria Fuertes ‡ January 17, 2017 Abstract This paper investigates the quarter-ahead predictability of Brazil,

Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks Monica Billio† , Dale Gray§, Andrew W. Lo¶, Mila Getmansky‡ , Robert C. Mertonkand…

Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? Carlos Caceres, Vincenzo Guzzo and Miguel Segoviano1 1 Director General of Risk Analysis and Quantitative…

Fundamental drivers of Eurozone sovereign spreads Markets and Products Analysis INVESTMENT PORTFOLIO ANALYSIS DIVISION Important Disclaimer in page 2 2 Disclaimer Disclaimer:…

135 THE TERM STRUCTURE OF SOVEREIGN SPREADS IN EMERGING MARKETS: A CALIBRATION APPROACH FOR STRUCTURAL MODELS Katia Rocha Francisco A. Alcaraz Garcia Originally published…

BANK OF GREECE EUROSYSTEM Working Paper The Greek financial crisis: growing imbalances and sovereign spreads Heather D Gibson Stephan G Hall George S Tavlas 12 MARCH 2011WORKINKPAPERWORKINKPAPERWORKINKPAPERWORKINKPAPERWORKINKPAPER…

UCD GEARY INSTITUTE DISCUSSION PAPER SERIES Sovereign and bank CDS spreads: two sides of the same coin? John Cotter UCD School of Business, University College Dublin Davide…

EMU. An Optimal Currency Area Perspective.   Mauro  Costantini   Brunel  University     Giovanni  Melina1 No. 13/15 1 Corresponding author:

Corporate Credit Spreads and the Euro Area Sovereign Debt Crisis∗ Alessandro Fontana † March 11, 2013 Abstract This paper highlights that from the onset of