A Rating-Based Sovereign Credit Risk Model: Theory and Evidence
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Elsevier BV
Reference37 articles.
1. Sovereign Credit Ratings and Financial Markets Linkages: Application to European Data;A Afonso;Journal of International Money and Finance,2012
2. Credit ratings and the pricing of sovereign debt during the Euro crisis;J Aizenman;Oxford Review of Economic Policy,2013
3. Systemic Sovereign Credit Risk: Lessons from the US and Europe;A Ang;Journal of Monetary Economics,2013
4. Building Models for Credit Spreads;A Arvanitis;Journal of Derivatives,1999
5. Sovereign credit default swap premia;P Augustin;Journal of Investment Management,2014
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Determinants of Russia’s Sovereign Risk;Russian Journal of Money and Finance;2021-12
2. Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?;Financial Management;2018-05-11
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