Pricing of Sovereign Credit Risk; Evidence From Advanced Economies During the Financial Crisis
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- C. Emre Alper & Lorenzo Forni & Marc Gerard, 2013. "Pricing of Sovereign Credit Risk: Evidence from Advanced Economies during the Financial Crisis," International Finance, Wiley Blackwell, vol. 16(2), pages 161-188, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsCredit risk; Cross country analysis; Developed countries; Financial crisis; Sovereign debt; Risk premium; Monetary policy; Global Financial Crisis 2008-2009; Fiscal policy; bond; arbitrage; bonds; stock prices; Advanced Economies; Sovereign Spreads; Fiscal Risks;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-08 (All new papers)
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