Systemic sovereign credit risk: Lessons from the U.S. and Europe

Author:

Ang Andrew,Longstaff Francis A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Financial contagion;Allen;Journal of Political Economy,2000

2. Cluster Analysis for Applications;Anderberg,1973

3. International asset allocation with regime shifts;Ang;Review of Financial Studies,2002

4. Taxes on tax-exempt bonds;Ang;Journal of Finance,2010

5. Post-reconstruction repudiation;Bayliss;Arkansas Historical Quarterly,1964

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