Sovereign Default Risk Premia: Evidence from the Default Swap Market

SSRN Electronic Journal ◽

10.2139/ssrn.1512858 ◽

2009 ◽

Author(s):

Gabriele Zinna

Keyword(s):

Default Risk ◽

Risk Premia ◽

Sovereign Default ◽

Sovereign Default Risk ◽

Default Swap

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Sovereign default risk premia: Evidence from the default swap market

Journal of Empirical Finance ◽

10.1016/j.jempfin.2012.12.006 ◽

2013 ◽

Vol 21 ◽

pp. 15-35 ◽

Cited By ~ 17

Author(s):

Gabriele Zinna

Keyword(s):

Default Risk ◽

Risk Premia ◽

Sovereign Default ◽

Sovereign Default Risk ◽

Default Swap

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Sovereign default risk premia, fiscal limits, and fiscal policy

European Economic Review ◽

10.1016/j.euroecorev.2011.11.001 ◽

2012 ◽

Vol 56 (3) ◽

pp. 389-410 ◽

Cited By ~ 97

Author(s):

Huixin Bi

Keyword(s):

Fiscal Policy ◽

Default Risk ◽

Risk Premia ◽

Sovereign Default ◽

Sovereign Default Risk

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Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy

SSRN Electronic Journal ◽

10.2139/ssrn.1616801 ◽

2010 ◽

Cited By ~ 11

Author(s):

Huixin Bi

Keyword(s):

Fiscal Policy ◽

Default Risk ◽

Risk Premia ◽

Sovereign Default ◽

Sovereign Default Risk

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Redesigning Credit Derivatives to Better Cover Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2050499 ◽

2012 ◽

Cited By ~ 4

Author(s):

Darrell Duffie ◽

Mohit Thukral

Keyword(s):

Default Risk ◽

Credit Derivatives ◽

Sovereign Default ◽

Sovereign Default Risk

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Asset Allocation Under (One's Own) Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2759805 ◽

2016 ◽

Author(s):

Didier Maillard

Keyword(s):

Asset Allocation ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Ricardian Equivalence and Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.2906312 ◽

2017 ◽

Author(s):

Stefan Eichler ◽

Ju Hyun Pyun

Keyword(s):

Default Risk ◽

Sovereign Default ◽

Ricardian Equivalence ◽

Sovereign Default Risk

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Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps

Journal of Financial Stability ◽

10.1016/j.jfs.2012.11.007 ◽

2013 ◽

Vol 9 (3) ◽

pp. 330-336 ◽

Cited By ~ 9

Author(s):

Thorsten Janus ◽

Yothin Jinjarak ◽

Manachaya Uruyos

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

Sovereign Default ◽

Sovereign Default Risk ◽

Credit Default

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Fiscal Policy and Interest Rates: The Role of Sovereign Default Risk

NBER International Seminar on Macroeconomics ◽

10.1086/658302 ◽

2010 ◽

Vol 7 (1) ◽

pp. 7-30 ◽

Cited By ~ 15

Author(s):

Thomas Laubach

Keyword(s):

Fiscal Policy ◽

Interest Rates ◽

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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Exchange Rate Policy Under Sovereign Default Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1759883 ◽

2011 ◽

Cited By ~ 1

Author(s):

Andreas Schabert

Keyword(s):

Exchange Rate ◽

Default Risk ◽

Exchange Rate Policy ◽

Sovereign Default ◽

Sovereign Default Risk ◽

Rate Policy

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Fiscal commitment and sovereign default risk

Review of Economic Dynamics ◽

10.1016/j.red.2021.08.005 ◽

2021 ◽

Author(s):

Siming Liu ◽

Hewei Shen

Keyword(s):

Default Risk ◽

Sovereign Default ◽

Sovereign Default Risk

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