Sign Up to like & get
recommendations!
1
Published in 2020 at "Journal of environmental management"
DOI: 10.1016/j.jenvman.2020.110533
Abstract: This paper empirically investigates the effect of carbon emissions on sovereign risk? To answer this question, we use fixed effects model by using annual data from G7 advanced economies, which includes Canada, France, Germany, Italy,…
read more here.
Keywords:
carbon emissions;
risk;
sovereign risk;
carbon ... See more keywords
Sign Up to like & get
recommendations!
1
Published in 2019 at "Quantitative Finance"
DOI: 10.1080/14697688.2018.1562197
Abstract: We employ a machine learning approach to build a European sovereign risk stratification using macroeconomic fundamentals and contagion measures, proxied by copula-based credit default swap (CDS) dependencies over the period 2008–2017, for France, Germany, Greece,…
read more here.
Keywords:
risk zones;
risk;
sovereign risk;
risk thresholds ... See more keywords
Sign Up to like & get
recommendations!
1
Published in 2018 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2018.1445989
Abstract: ABSTRACT This study analyzes sovereign risk contagion between four East Asian economies (China, Hong Kong, Japan, and Korea) and its structural changes through the Global Financial Crisis (GFC) and the European Debt Crisis (EDC) by…
read more here.
Keywords:
dependence;
sovereign risk;
mixture time;
contagion ... See more keywords
Sign Up to like & get
recommendations!
1
Published in 2019 at "Financial Management"
DOI: 10.1111/fima.12223
Abstract: Using data for 54 countries over a 12‐year period, we find that the variation in average sovereign ratings in a given year can be explained by average credit default swap (CDS) spreads over the previous…
read more here.
Keywords:
cds spreads;
measuring sovereign;
sovereign;
risk cds ... See more keywords
Sign Up to like & get
recommendations!
2
Published in 2022 at "Frontiers in Public Health"
DOI: 10.3389/fpubh.2022.940126
Abstract: In recent years, the world economy and the global financial system have closely intertwined, deepened economic and financial integration via cross-border investments, financings, imports, and exports. Since banks serve as the core of a country's…
read more here.
Keywords:
risk sovereign;
spillover effects;
risk;
sovereign risk ... See more keywords