Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Delikouras, Stefanos
2012.
Disappointment Events in Consumption Growth and the Cross-Section of Expected Stock Returns.
SSRN Electronic Journal,
Augustin, Patrick
2013.
The Term Structure of CDS Spreads and Sovereign Credit Risk.
SSRN Electronic Journal,
Li, Haitao
Li, Tao
and
Yang, Xuewei
2014.
A Rating-Based Sovereign Credit Risk Model: Theory and Evidence.
SSRN Electronic Journal,
Bostanci, Gorkem
and
Yilmaz, Kamil
2015.
How Connected is the Global Sovereign Credit Risk Network?.
SSRN Electronic Journal,
Augustin, Patrick
Sokolovski, Valeri
and
Subrahmanyam, Marti G.
2016.
Why Do Investors Buy Sovereign Default Insurance?.
SSRN Electronic Journal,
Augustin, Patrick
Subrahmanyam, Marti G.
Tang, Dragon Y.
and
Wang, Sarah Q.
2016.
Credit Default Swaps: Past, Present, and Future.
Annual Review of Financial Economics,
Vol. 8,
Issue. 1,
p.
175.
Augustin, Patrick
2016.
Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets.
SSRN Electronic Journal ,
Ribeiro, Jair
2017.
Determinantes do Risco Soberano do Brasil (Determinants of Brazilian Sovereign Risk).
SSRN Electronic Journal ,
Lockamy, Archie
2017.
An examination of external risk factors in Apple Inc.’s supply chain.
Supply Chain Forum: An International Journal,
Vol. 18,
Issue. 3,
p.
177.
Joo, Hyunsoo
2017.
The Determinants Analysis of Sovereign CDS Market Outstanding.
KUKJE KYUNGJE YONGU,
Vol. 23,
Issue. 3,
p.
15.
Babiak, Mykola
2017.
Generalized Disappointment Aversion and the Variance Term Structure.
SSRN Electronic Journal ,
Caporin, Massimiliano
Pelizzon, Loriana
and
Plazzi, Alberto
2017.
Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets.
SSRN Electronic Journal ,
Ribeiro, Jair
2017.
Determinants of Brazilian Sovereign Risk.
SSRN Electronic Journal ,
Ordoñez-Callamand, Daniel
Gomez-Gonzalez, Jose Eduardo
and
Melo-Velandia, Luis Fernando
2017.
Sovereign default risk in OECD countries: Do global factors matter?.
The North American Journal of Economics and Finance,
Vol. 42,
Issue. ,
p.
629.
Delikouras, Stefanos
2017.
Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices.
The Review of Financial Studies,
Vol. 30,
Issue. 8,
p.
2851.
Hibbert, Ann Marie
and
Pavlova, Ivelina
2017.
The Drivers of Sovereign CDS Spread Changes: Local Versus Global Factors.
Financial Review,
Vol. 52,
Issue. 3,
p.
435.
Arakelian, Veni
Dellaportas, Petros
Savona, Roberto
and
Vezzoli, Marika
2018.
Sovereign Risk Zones in Europe During and After the Debt Crisis.
SSRN Electronic Journal ,
Fulop, Andras
and
Kocsis, Zalan
2018.
News-Based Indices on Country Fundamentals: Do They Help Explain Sovereign Credit Spread Fluctuations?.
SSRN Electronic Journal ,
Chen, Hsien-Yi
and
Chen, Sheng-Syan
2018.
Quality of government institutions and spreads on sovereign credit default swaps.
Journal of International Money and Finance,
Vol. 87,
Issue. ,
p.
82.
Andrieş, Alin Marius
and
Nistor, Simona
2018.
Systemic Risk and Foreign Currency Positions of Banks: Evidence from Emerging Europe.
Eastern European Economics,
Vol. 56,
Issue. 5,
p.
382.