Sovereign default risk linkage: Implication for portfolio diversification
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference64 articles.
1. Volatility transmission in regional Asian stock markets;Abbas;Emerg. Mark. Rev.,2013
2. Spillovers and contagion in the sovereign CDS market;Adam;Bank I Kredit,2013
3. What is the risk of European sovereign debt default? Fiscal space, CDS spreads and market pricing of risk;Aizenman;J. Int. Money Financ.,2013
4. The dynamics of spillover effects during the European sovereign debt turmoil;Alter;J. Bank. Financ.,2014
5. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002
Cited by 11 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. Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models;Empirical Economics;2024-06-18
2. Spatial analysis of sovereign risk from the perspective of EPU spillovers;International Review of Economics & Finance;2024-01
3. Assessing the role of international transmission channels of sovereign risk: a multidimensional spatial econometrics approach;International Journal of Emerging Markets;2022-05-23
4. Information spillover features in global financial markets: A systematic analysis;Research in International Business and Finance;2021-10
5. The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis;Energy Economics;2021-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3