Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps
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DOI: 10.1016/j.jfs.2012.11.007
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Citations
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Cited by:
- Helen X. H. Bao & Steven Haotong Li, 2020. "Investor Overconfidence and Trading Activity in the Asia Pacific REIT Markets," JRFM, MDPI, vol. 13(10), pages 1-21, September.
- Helen X. H. Bao & Steven Haotong Li, 2016. "Overconfidence And Real Estate Research: A Survey Of The Literature," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1-24, September.
- Peng, Emma Y. & Yan, An & Yan, Meng, 2016. "Accounting accruals, heterogeneous investor beliefs, and stock returns," Journal of Financial Stability, Elsevier, vol. 24(C), pages 88-103.
- Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018. "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, vol. 70(C), pages 525-542.
- Clark, Ephraim & Kassimatis, Konstantinos, 2015. "Macroeconomic effects on emerging-markets sovereign credit spreads," Journal of Financial Stability, Elsevier, vol. 20(C), pages 1-13.
- Mahmoud Hijjawi & Chyi Lin Lee & Jufri Marzuki, 2021. "CEO Overconfidence and Corporate Governance in Affecting Australian Listed Construction and Property Firms’ Trading Activity," Sustainability, MDPI, vol. 13(19), pages 1-15, September.
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More about this item
Keywords
Public debt; Fiscal capacity; Sovereign default; Market expectation;All these keywords.
JEL classification:
- E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- H6 - Public Economics - - National Budget, Deficit, and Debt
- O1 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development
Statistics
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