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You searched for subject:(Sovereign credit risk). Showing records 1 – 30 of 32 total matches.

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University of Waterloo

1. Zhang, Min. Sovereign Credit Risk Analysis for Selected Asian and European Countries.

Degree: 2013, University of Waterloo

 We analyze the nature of sovereign credit risk for selected Asian and European countries through a set of sovereign CDS data for an eighty-year period… (more)

Subjects/Keywords: sovereign credit risk

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APA (6th Edition):

Zhang, M. (2013). Sovereign Credit Risk Analysis for Selected Asian and European Countries. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/7532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhang, Min. “Sovereign Credit Risk Analysis for Selected Asian and European Countries.” 2013. Thesis, University of Waterloo. Accessed July 17, 2019. http://hdl.handle.net/10012/7532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhang, Min. “Sovereign Credit Risk Analysis for Selected Asian and European Countries.” 2013. Web. 17 Jul 2019.

Vancouver:

Zhang M. Sovereign Credit Risk Analysis for Selected Asian and European Countries. [Internet] [Thesis]. University of Waterloo; 2013. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10012/7532.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang M. Sovereign Credit Risk Analysis for Selected Asian and European Countries. [Thesis]. University of Waterloo; 2013. Available from: http://hdl.handle.net/10012/7532

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Vogt, Jonas. Reduced Form Credit Risk Models and the Second Dimension Risk Premium.

Degree: 2013, Technische Universität Dortmund

 Die vorliegende Dissertation beschäftigt sich mit Kreditrisiko-Modellen "reduzierter Form" (Reduced Form Credit Risk Models) zur Analyse staatlicher Kreditrisiken. In diesen Modellen wird der Insolvenzprozess dem… (more)

Subjects/Keywords: credit risk; reduced form credit risk models; sovereign credit risk; 310

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APA (6th Edition):

Vogt, J. (2013). Reduced Form Credit Risk Models and the Second Dimension Risk Premium. (Thesis). Technische Universität Dortmund. Retrieved from http://hdl.handle.net/2003/30831

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vogt, Jonas. “Reduced Form Credit Risk Models and the Second Dimension Risk Premium.” 2013. Thesis, Technische Universität Dortmund. Accessed July 17, 2019. http://hdl.handle.net/2003/30831.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vogt, Jonas. “Reduced Form Credit Risk Models and the Second Dimension Risk Premium.” 2013. Web. 17 Jul 2019.

Vancouver:

Vogt J. Reduced Form Credit Risk Models and the Second Dimension Risk Premium. [Internet] [Thesis]. Technische Universität Dortmund; 2013. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/2003/30831.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vogt J. Reduced Form Credit Risk Models and the Second Dimension Risk Premium. [Thesis]. Technische Universität Dortmund; 2013. Available from: http://hdl.handle.net/2003/30831

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pennsylvania

3. Plank, Thomas J. Essays in Sovereign Credit Risk.

Degree: 2010, University of Pennsylvania

 This dissertation investigates aspects of sovereign credit risk in advanced and emerging economies. It consists of two chapters. Chapter 1 studies the determinants of sovereign(more)

Subjects/Keywords: sovereign credit risk; sovereign cds; credit default swaps; Finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Plank, T. J. (2010). Essays in Sovereign Credit Risk. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Thesis, University of Pennsylvania. Accessed July 17, 2019. https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Plank, Thomas J. “Essays in Sovereign Credit Risk.” 2010. Web. 17 Jul 2019.

Vancouver:

Plank TJ. Essays in Sovereign Credit Risk. [Internet] [Thesis]. University of Pennsylvania; 2010. [cited 2019 Jul 17]. Available from: https://repository.upenn.edu/edissertations/238.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Plank TJ. Essays in Sovereign Credit Risk. [Thesis]. University of Pennsylvania; 2010. Available from: https://repository.upenn.edu/edissertations/238

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université Catholique de Louvain

4. Umutoni, Liliane. The influence of sovereign credit ratings on corporate credit ratings.

Degree: 2017, Université Catholique de Louvain

Credit ratings have a key role in modern financial markets as they communicate crucial information on the creditworthiness of a debt issuer to investors and… (more)

Subjects/Keywords: Credit ratings; Corporate credit risk; Sovereign credit risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Umutoni, L. (2017). The influence of sovereign credit ratings on corporate credit ratings. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:12818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Umutoni, Liliane. “The influence of sovereign credit ratings on corporate credit ratings.” 2017. Thesis, Université Catholique de Louvain. Accessed July 17, 2019. http://hdl.handle.net/2078.1/thesis:12818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Umutoni, Liliane. “The influence of sovereign credit ratings on corporate credit ratings.” 2017. Web. 17 Jul 2019.

Vancouver:

Umutoni L. The influence of sovereign credit ratings on corporate credit ratings. [Internet] [Thesis]. Université Catholique de Louvain; 2017. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/2078.1/thesis:12818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Umutoni L. The influence of sovereign credit ratings on corporate credit ratings. [Thesis]. Université Catholique de Louvain; 2017. Available from: http://hdl.handle.net/2078.1/thesis:12818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Johannes Gutenberg Universität Mainz

5. Bartels, Bernhard. Essays on credit rating agencies and the assessment of sovereign risk.

Degree: 2015, Johannes Gutenberg Universität Mainz

Sovereign ratings have only recently regained attention in the academic debate. This seems to be somewhat surprising against the background that their influence is well-known… (more)

Subjects/Keywords: Ratingagenturen, Länderratings, Länderrisiko, öffentliche Verschuldung; credit rating agencies, sovereign ratings, sovereign risk, public debt; Economics

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APA (6th Edition):

Bartels, B. (2015). Essays on credit rating agencies and the assessment of sovereign risk. (Doctoral Dissertation). Johannes Gutenberg Universität Mainz. Retrieved from http://ubm.opus.hbz-nrw.de/volltexte/2015/4037/

Chicago Manual of Style (16th Edition):

Bartels, Bernhard. “Essays on credit rating agencies and the assessment of sovereign risk.” 2015. Doctoral Dissertation, Johannes Gutenberg Universität Mainz. Accessed July 17, 2019. http://ubm.opus.hbz-nrw.de/volltexte/2015/4037/.

MLA Handbook (7th Edition):

Bartels, Bernhard. “Essays on credit rating agencies and the assessment of sovereign risk.” 2015. Web. 17 Jul 2019.

Vancouver:

Bartels B. Essays on credit rating agencies and the assessment of sovereign risk. [Internet] [Doctoral dissertation]. Johannes Gutenberg Universität Mainz; 2015. [cited 2019 Jul 17]. Available from: http://ubm.opus.hbz-nrw.de/volltexte/2015/4037/.

Council of Science Editors:

Bartels B. Essays on credit rating agencies and the assessment of sovereign risk. [Doctoral Dissertation]. Johannes Gutenberg Universität Mainz; 2015. Available from: http://ubm.opus.hbz-nrw.de/volltexte/2015/4037/


University of Washington

6. Nam, Byunghoon. Essays on Exchange Rates and Term Structures.

Degree: PhD, 2018, University of Washington

 The overall theme of this dissertation is the explanation of the relationship between the exchange rates and the term structures of assets. Chapter 1, "Theoretical… (more)

Subjects/Keywords: Exchange Rate; Expectation and Risk; Monetary Policy; Risk Level and Proximity; Sovereign Credit Default Swap; Term Structure; Economics; Economics

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APA (6th Edition):

Nam, B. (2018). Essays on Exchange Rates and Term Structures. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/42289

Chicago Manual of Style (16th Edition):

Nam, Byunghoon. “Essays on Exchange Rates and Term Structures.” 2018. Doctoral Dissertation, University of Washington. Accessed July 17, 2019. http://hdl.handle.net/1773/42289.

MLA Handbook (7th Edition):

Nam, Byunghoon. “Essays on Exchange Rates and Term Structures.” 2018. Web. 17 Jul 2019.

Vancouver:

Nam B. Essays on Exchange Rates and Term Structures. [Internet] [Doctoral dissertation]. University of Washington; 2018. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/1773/42289.

Council of Science Editors:

Nam B. Essays on Exchange Rates and Term Structures. [Doctoral Dissertation]. University of Washington; 2018. Available from: http://hdl.handle.net/1773/42289


University of New Orleans

7. Isiugo, Uche C. Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk.

Degree: PhD, Economics and Finance, 2016, University of New Orleans

  This dissertation comprises two essays; the first of which investigates sovereign credit risk interdependencies, while the second examines the reaction of corporate credit risk(more)

Subjects/Keywords: VAR DCC GARCH; Credit Default Swaps; Corporate credit risk; Sovereign risk; Cross-listing; Commodity Prices; Terms of Trade; Corporate Finance; Finance; Portfolio and Security Analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Isiugo, U. C. (2016). Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/2221

Chicago Manual of Style (16th Edition):

Isiugo, Uche C. “Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk.” 2016. Doctoral Dissertation, University of New Orleans. Accessed July 17, 2019. https://scholarworks.uno.edu/td/2221.

MLA Handbook (7th Edition):

Isiugo, Uche C. “Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk.” 2016. Web. 17 Jul 2019.

Vancouver:

Isiugo UC. Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk. [Internet] [Doctoral dissertation]. University of New Orleans; 2016. [cited 2019 Jul 17]. Available from: https://scholarworks.uno.edu/td/2221.

Council of Science Editors:

Isiugo UC. Feats and Failures of Corporate Credit Risk, Stock Returns, and the Interdependencies of Sovereign Credit Risk. [Doctoral Dissertation]. University of New Orleans; 2016. Available from: https://scholarworks.uno.edu/td/2221

8. Papafilis, Michail - Panayiotis. Essays on Banking and Finance.

Degree: 2018, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς

 The global financial crisis that began in the US as a subprime mortgage crisis in 2007 and quickly spread to the other side of the… (more)

Subjects/Keywords: Κρατικός πιστωτικός κίνδυνος; Κανάλι ισολογισμού; Κανάλι τραπεζικού δανεισμού; Τραπεζικός πιστωτικός κίνδυνος; Κρίση οικονομική; Sovereign credit risk; Bank credit risk; Contagion effects; Bank lending channel; Balance sheet channel; Financial crisis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Papafilis, M. -. P. (2018). Essays on Banking and Finance. (Thesis). University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Retrieved from http://hdl.handle.net/10442/hedi/44791

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Papafilis, Michail - Panayiotis. “Essays on Banking and Finance.” 2018. Thesis, University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς. Accessed July 17, 2019. http://hdl.handle.net/10442/hedi/44791.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Papafilis, Michail - Panayiotis. “Essays on Banking and Finance.” 2018. Web. 17 Jul 2019.

Vancouver:

Papafilis M-P. Essays on Banking and Finance. [Internet] [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2018. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10442/hedi/44791.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Papafilis M-P. Essays on Banking and Finance. [Thesis]. University of Piraeus (UNIPI); Πανεπιστήμιο Πειραιώς; 2018. Available from: http://hdl.handle.net/10442/hedi/44791

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Université du Luxembourg

9. Rasmouki, Fanou. Essays on Sovereign and Banking Credit Risk.

Degree: 2015, Université du Luxembourg

 In view of growing concerns about financial stability, this thesis revolves over two major objectives. The first objective relates to exploiting option pricing models to… (more)

Subjects/Keywords: Credit Risk; Sovereign Debt Crisis; Financial Markets; Business & economic sciences :: Finance [B03]; Sciences économiques & de gestion :: Finance [B03]

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APA (6th Edition):

Rasmouki, F. (2015). Essays on Sovereign and Banking Credit Risk. (Doctoral Dissertation). Université du Luxembourg. Retrieved from http://orbilu.uni.lu/handle/10993/21962

Chicago Manual of Style (16th Edition):

Rasmouki, Fanou. “Essays on Sovereign and Banking Credit Risk.” 2015. Doctoral Dissertation, Université du Luxembourg. Accessed July 17, 2019. http://orbilu.uni.lu/handle/10993/21962.

MLA Handbook (7th Edition):

Rasmouki, Fanou. “Essays on Sovereign and Banking Credit Risk.” 2015. Web. 17 Jul 2019.

Vancouver:

Rasmouki F. Essays on Sovereign and Banking Credit Risk. [Internet] [Doctoral dissertation]. Université du Luxembourg; 2015. [cited 2019 Jul 17]. Available from: http://orbilu.uni.lu/handle/10993/21962.

Council of Science Editors:

Rasmouki F. Essays on Sovereign and Banking Credit Risk. [Doctoral Dissertation]. Université du Luxembourg; 2015. Available from: http://orbilu.uni.lu/handle/10993/21962

10. Wang, Tingwei. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.

Degree: Docteur es, Sciences de gestion, 2016, Paris Sciences et Lettres

Cette thèse étudie le risque de crédit souverain et son impact sur les banques et les entreprises. Le premier essai montre que le risque de… (more)

Subjects/Keywords: Risque de crédit souverain; Swap de défaut; Rendement obligataire; Structure du capital; Sauvetage implicite; Sovereign credit risk; Credit default swap; Bond yield spread; Capital structure; Implicit bailout; 658.1

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APA (6th Edition):

Wang, T. (2016). Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2016PSLED010

Chicago Manual of Style (16th Edition):

Wang, Tingwei. “Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.” 2016. Doctoral Dissertation, Paris Sciences et Lettres. Accessed July 17, 2019. http://www.theses.fr/2016PSLED010.

MLA Handbook (7th Edition):

Wang, Tingwei. “Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.” 2016. Web. 17 Jul 2019.

Vancouver:

Wang T. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2016. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2016PSLED010.

Council of Science Editors:

Wang T. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. [Doctoral Dissertation]. Paris Sciences et Lettres; 2016. Available from: http://www.theses.fr/2016PSLED010

11. Santos, Andreia Patrícia Ferreira Dias dos. The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010.

Degree: 2014, RCAAP

Mestrado em Economia Monetária e Financeira

The aftermath of the financial crisis that had its beginning in 2007 has put to the fore the increase… (more)

Subjects/Keywords: Sovereign credit risk; Credit default spreads; Income inequality; Fixed effects; Arellano-Bond GMM estimator; Risco soverano; Desigualdade de rendimento; Modelo de efeitos fixos; Estimador GMM Arellano-Bond

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APA (6th Edition):

Santos, A. P. F. D. d. (2014). The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8445

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Santos, Andreia Patrícia Ferreira Dias dos. “The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010.” 2014. Thesis, RCAAP. Accessed July 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8445.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Santos, Andreia Patrícia Ferreira Dias dos. “The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010.” 2014. Web. 17 Jul 2019.

Vancouver:

Santos APFDd. The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010. [Internet] [Thesis]. RCAAP; 2014. [cited 2019 Jul 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8445.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Santos APFDd. The impact of the income inequality on the sovereign credit risk : a panel approach for 26 european countries during 2005-2010. [Thesis]. RCAAP; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/8445

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Thoumin, Marc-Henri. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.

Degree: Docteur es, Economie et finance, 2017, Paris Sciences et Lettres

 Les périodes marquées par une aversion au risque intense sont souvent l’origine de distorsions notables dans les prix de marché, et de pertes substantielles pour… (more)

Subjects/Keywords: Crise souveraine; Probabilité de défaut; Contagion; Risque souverain; Aversion au risque / appétit pour le risque; CDS. obligations souveraines; Sovereign crisis; Default probability; Financial contagion; Credit risk; Risk aversion / risk appetite; CDS spreads. sovereign bonds; 330.94

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APA (6th Edition):

Thoumin, M. (2017). Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2017PSLEM039

Chicago Manual of Style (16th Edition):

Thoumin, Marc-Henri. “Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.” 2017. Doctoral Dissertation, Paris Sciences et Lettres. Accessed July 17, 2019. http://www.theses.fr/2017PSLEM039.

MLA Handbook (7th Edition):

Thoumin, Marc-Henri. “Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion.” 2017. Web. 17 Jul 2019.

Vancouver:

Thoumin M. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2017. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2017PSLEM039.

Council of Science Editors:

Thoumin M. Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières : Sovereign risk exploration in times of crisis : a look at financial contagion. [Doctoral Dissertation]. Paris Sciences et Lettres; 2017. Available from: http://www.theses.fr/2017PSLEM039


Technical University of Lisbon

13. Teles, Nadine Cristina Bastos. Effects of the Banking Union in the risk perception of the portuguese economy.

Degree: 2014, Technical University of Lisbon

Mestrado em Economia Internacional e Estudos Europeus

Esta Dissertação tem como objetivo compreender quais podem ser os efeitos esperados da criação de uma União Bancária… (more)

Subjects/Keywords: União Bancária; dívida soberana portuguesa; perceção de risco; obrigações de dívida pública; credit default swaps; Banking Union; Portuguese sovereign debt; risk perception; Government bond yields

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APA (6th Edition):

Teles, N. C. B. (2014). Effects of the Banking Union in the risk perception of the portuguese economy. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Teles, Nadine Cristina Bastos. “Effects of the Banking Union in the risk perception of the portuguese economy.” 2014. Thesis, Technical University of Lisbon. Accessed July 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Teles, Nadine Cristina Bastos. “Effects of the Banking Union in the risk perception of the portuguese economy.” 2014. Web. 17 Jul 2019.

Vancouver:

Teles NCB. Effects of the Banking Union in the risk perception of the portuguese economy. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2019 Jul 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7782.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Teles NCB. Effects of the Banking Union in the risk perception of the portuguese economy. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7782

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Moreira, Paulo José Nunes. A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise.

Degree: 2015, Instituto Politécnico do Porto

Dissertação de Mestrado Apresentada ao Instituto Superior de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob… (more)

Subjects/Keywords: Gestão risco liquidez; Concessão de crédito; Bancos; Crise financeira; Crise dívida soberana; Liquidez bancária; Liquidity risk management; Credit supply; Banks; Financial crisis; Sovereign debt crisis; Bank liquidity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Moreira, P. J. N. (2015). A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/6622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Moreira, Paulo José Nunes. “A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise.” 2015. Thesis, Instituto Politécnico do Porto. Accessed July 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/6622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Moreira, Paulo José Nunes. “A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise.” 2015. Web. 17 Jul 2019.

Vancouver:

Moreira PJN. A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise. [Internet] [Thesis]. Instituto Politécnico do Porto; 2015. [cited 2019 Jul 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/6622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Moreira PJN. A gestão do risco de liquidez e a concessão de crédito durante os períodos de crise. [Thesis]. Instituto Politécnico do Porto; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/6622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

15. MARIANO VIEIRA LIMA. [en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES.

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O presente trabalho analisa o movimento recente nos preços de eurobonds emitidos por empresas brasileiras e a sua relação com a evolução do risco… (more)

Subjects/Keywords: [pt] RISCO SOBERANO; [en] SOVEREIGN RISK; [pt] RATINGS; [en] RATINGS; [pt] CREDITO CORPORATIVO; [en] CORPORATE CREDIT; [pt] LUCRO-POR-ACAO; [en] EARNINGS-PER-SHARE

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

LIMA, M. V. (2018). [en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33195

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LIMA, MARIANO VIEIRA. “[en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES.” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed July 17, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33195.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LIMA, MARIANO VIEIRA. “[en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES.” 2018. Web. 17 Jul 2019.

Vancouver:

LIMA MV. [en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Jul 17]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33195.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LIMA MV. [en] CORPORATE CREDIT AND SOVEREIGN RISK: ASYMMETRIES IN PRICE REACTION TO RATING REVIEWS AND TO EARNINGS RELEASES. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=33195

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

16. Orpiszewski, Tomasz. Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization.

Degree: Docteur es, Sciences économiques, 2015, Paris 9

Cette thèse met en avant l’analyse du lien entre le marché de la dette de gouvernement, le risque souverain, la stabilité du système financier et… (more)

Subjects/Keywords: Risque souverain; Dette publique; Agences de notation; Pays émergents; Périphérie de la Zone Euro; Sovereign risk; Public domestic debt; Credit ratings; Emerging economies; Eurozone economies; 336.3

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APA (6th Edition):

Orpiszewski, T. (2015). Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2015PA090052

Chicago Manual of Style (16th Edition):

Orpiszewski, Tomasz. “Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization.” 2015. Doctoral Dissertation, Paris 9. Accessed July 17, 2019. http://www.theses.fr/2015PA090052.

MLA Handbook (7th Edition):

Orpiszewski, Tomasz. “Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization.” 2015. Web. 17 Jul 2019.

Vancouver:

Orpiszewski T. Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization. [Internet] [Doctoral dissertation]. Paris 9; 2015. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2015PA090052.

Council of Science Editors:

Orpiszewski T. Le marché des dettes souveraines dans la globalisation financière : Sovereign bond market and financial globalization. [Doctoral Dissertation]. Paris 9; 2015. Available from: http://www.theses.fr/2015PA090052

17. Pedras, Inês Nunes. The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008.

Degree: 2016, RCAAP

JEL Classification: G14, G24

One of the most severe financial crises until now started in the United States, reaching the peak after the collapse of… (more)

Subjects/Keywords: Credit rating agencies; Sovereign risk; Event study; Financial crises; Crise financeira; Mercado de ações; Risco de crédito; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pedras, I. N. (2016). The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/13488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pedras, Inês Nunes. “The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008.” 2016. Thesis, RCAAP. Accessed July 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/13488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pedras, Inês Nunes. “The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008.” 2016. Web. 17 Jul 2019.

Vancouver:

Pedras IN. The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008. [Internet] [Thesis]. RCAAP; 2016. [cited 2019 Jul 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/13488.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pedras IN. The impact of credit rating agencies downgrades on european stock markets during the financial crisis of 2008. [Thesis]. RCAAP; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/13488

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Ellen, Saskia. Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets.

Degree: 2015, Erasmus Research Institute of Management

 markdownabstract__Abstract__ This dissertation is part of a growing research field in which the heterogeneity of economic actors is incorporated. It bundles four studies that consider… (more)

Subjects/Keywords: Foreign exchange; sovereign credit risk; financial markets; expectations; heterogeneous agent models; uncertainty; disagreement

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APA (6th Edition):

Ellen, S. (2015). Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/78191

Chicago Manual of Style (16th Edition):

Ellen, Saskia. “Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets.” 2015. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed July 17, 2019. http://hdl.handle.net/1765/78191.

MLA Handbook (7th Edition):

Ellen, Saskia. “Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets.” 2015. Web. 17 Jul 2019.

Vancouver:

Ellen S. Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2015. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/1765/78191.

Council of Science Editors:

Ellen S. Measurement, Dynamics, and Implications of Heterogeneous Beliefs in Financial Markets. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2015. Available from: http://hdl.handle.net/1765/78191


Technical University of Lisbon

19. Pereira, Gonçalo André Nunes. Modelling sovereign debt with Lévy Processes.

Degree: 2014, Technical University of Lisbon

Mestrado em Ciências Actuariais

Propomos modelizar o risco de crédito soberano de cinco países da zona Euro (Portugal, Irlanda, Itália, Grécia e Espanha) seguindo uma… (more)

Subjects/Keywords: Risco de crédito; Processos de Lévy; Dívida soberana; Credit Default Swaps; Probabilidade de incumprimento; Expansão em série de Fourier de cossenos; Movimento Browniano modificado temporalmente; Credit risk; Lévy processes; Sovereign debt; Credit Default Swaps; Default probability; Fourier-cosine expansion; Time-changed Brownian motion

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APA (6th Edition):

Pereira, G. A. N. (2014). Modelling sovereign debt with Lévy Processes. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, Gonçalo André Nunes. “Modelling sovereign debt with Lévy Processes.” 2014. Thesis, Technical University of Lisbon. Accessed July 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, Gonçalo André Nunes. “Modelling sovereign debt with Lévy Processes.” 2014. Web. 17 Jul 2019.

Vancouver:

Pereira GAN. Modelling sovereign debt with Lévy Processes. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2019 Jul 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira GAN. Modelling sovereign debt with Lévy Processes. [Thesis]. Technical University of Lisbon; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Kroustalis, Ioannis. The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis.

Degree: 2017, Πανεπιστήμιο Μακεδονίας

The present thesis aims to provide new empirical evidence regarding the sovereign Credit Default Swap (CDS) and bond market dynamics of the heavily indebted southern… (more)

Subjects/Keywords: Ασφάλιστρο ανταλλαγής πιστωτικού κινδύνου; Ομόλογο; Κρατικός πιστωτικός κίνδυνος; Πιστωτικές αγορές; Περιθώρια; Διαδικασία προσδιορισμού της αγοραίας τιμής; Αγορά ηγέτης; Συνολοκλήρωση; Αιτιότητα κατά Granger; Ανάλυση κυλιόμενου παραθύρου; Credit Default Swap (CDS); Bond; Sovereign credit risk; Credit markets; Spreads; Price discovery; Leading market; Cointegration; Granger causality; Rolling window analysis

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APA (6th Edition):

Kroustalis, I. (2017). The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis. (Thesis). Πανεπιστήμιο Μακεδονίας. Retrieved from http://hdl.handle.net/10442/hedi/44320

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kroustalis, Ioannis. “The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis.” 2017. Thesis, Πανεπιστήμιο Μακεδονίας. Accessed July 17, 2019. http://hdl.handle.net/10442/hedi/44320.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kroustalis, Ioannis. “The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis.” 2017. Web. 17 Jul 2019.

Vancouver:

Kroustalis I. The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis. [Internet] [Thesis]. Πανεπιστήμιο Μακεδονίας; 2017. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10442/hedi/44320.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kroustalis I. The interrelation between sovereign credit default swap (CDS) and bond markets: evidence from the Euro area debt crisis. [Thesis]. Πανεπιστήμιο Μακεδονίας; 2017. Available from: http://hdl.handle.net/10442/hedi/44320

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

21. Teoh, Loi Sang. Decomposition of Sovereign Credit Risk: International Evidence .

Degree: University of Otago

 This thesis examines to what extent systemic, systematic and idiosyncratic risk drive sovereign credit risk and how these risk components vary over time during the… (more)

Subjects/Keywords: Systemic Risk; Systematic Risk; Idiosyncratic Risk; Decomposition; Risk Components; Sovereign Credit Risk; Credit Default Swaps; Granger Causality in Value at Risk; Time Varying; Rolling Window Analysis.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Teoh, L. S. (n.d.). Decomposition of Sovereign Credit Risk: International Evidence . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/5316

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16th Edition):

Teoh, Loi Sang. “Decomposition of Sovereign Credit Risk: International Evidence .” Masters Thesis, University of Otago. Accessed July 17, 2019. http://hdl.handle.net/10523/5316.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7th Edition):

Teoh, Loi Sang. “Decomposition of Sovereign Credit Risk: International Evidence .” Web. 17 Jul 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Teoh LS. Decomposition of Sovereign Credit Risk: International Evidence . [Internet] [Masters thesis]. University of Otago; [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10523/5316.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Teoh LS. Decomposition of Sovereign Credit Risk: International Evidence . [Masters Thesis]. University of Otago; Available from: http://hdl.handle.net/10523/5316

Note: this citation may be lacking information needed for this citation format:
No year of publication.

22. Labonne, Claire. Essais en économie financière : Essays in financial economics.

Degree: Docteur es, Sciences économiques, 2017, Paris 1

Cette thèse est composée de trois articles d’économie bancaire empirique. Le premier article traite de l’impact des conditions d’octroi de crédit sur l’accession à la… (more)

Subjects/Keywords: Crédit immobilier; Prêt à Taux Zéro; Prix immobilier; Accession à la propriété; Crédit bancaire; Supervision bancaire; Exigences de capital; Marché interbancaire; Risque de crédit; Fragmentation; Risque souverain; Rationnement du crédit; Discipline de marché; Housing Credit; Interest-Free Loan; Real estate prices; Homeownership; Bank Credit; Bank Supervision; Capital Requirements; Interbank Market; Credit Risk; Fragmentation; Sovereign Risk; Credit Rationing; Market Discipline; 330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Labonne, C. (2017). Essais en économie financière : Essays in financial economics. (Doctoral Dissertation). Paris 1. Retrieved from http://www.theses.fr/2017PA01E038

Chicago Manual of Style (16th Edition):

Labonne, Claire. “Essais en économie financière : Essays in financial economics.” 2017. Doctoral Dissertation, Paris 1. Accessed July 17, 2019. http://www.theses.fr/2017PA01E038.

MLA Handbook (7th Edition):

Labonne, Claire. “Essais en économie financière : Essays in financial economics.” 2017. Web. 17 Jul 2019.

Vancouver:

Labonne C. Essais en économie financière : Essays in financial economics. [Internet] [Doctoral dissertation]. Paris 1; 2017. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2017PA01E038.

Council of Science Editors:

Labonne C. Essais en économie financière : Essays in financial economics. [Doctoral Dissertation]. Paris 1; 2017. Available from: http://www.theses.fr/2017PA01E038

23. Branco, Ricardo Alfredo Teixeira da Costa. The relationship between sovereign risk and bank risk.

Degree: 2016, RCAAP

O principal objetivo desta dissertação passa por estudar empiricamente a relação entre o risco bancário e o risco soberano. Paralelamente, e controlando por variáveis micro… (more)

Subjects/Keywords: Risco Bancário; Risco Soberano; Spread de crédito; Obrigações; Covered Bonds; Securitization; Credit Default Swaps; Banking Risk; Sovereign Risk; Credit spread; Bonds; Covered Bonds; Securitization; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Branco, R. A. T. d. C. (2016). The relationship between sovereign risk and bank risk. (Thesis). RCAAP. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Branco, Ricardo Alfredo Teixeira da Costa. “The relationship between sovereign risk and bank risk.” 2016. Thesis, RCAAP. Accessed July 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Branco, Ricardo Alfredo Teixeira da Costa. “The relationship between sovereign risk and bank risk.” 2016. Web. 17 Jul 2019.

Vancouver:

Branco RATdC. The relationship between sovereign risk and bank risk. [Internet] [Thesis]. RCAAP; 2016. [cited 2019 Jul 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Branco RATdC. The relationship between sovereign risk and bank risk. [Thesis]. RCAAP; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/21722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. Harb, Étienne Gebran. Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives.

Degree: Docteur es, Economie - Finance, 2011, Paris 2

Le premier volet de cette thèse traite de l’évaluation du risque de crédit. Après un chapitre introductif offrant une synthèse technique des modèles de risque,… (more)

Subjects/Keywords: Risque de crédit; Modèle de risque; Notation; Statistiques de dépendance; Risque liés; Copule; T-normes; Pricing CDS; Dérivés de crédit; Crise subprime; Dettes souveraines; Credit risk; Risk modelling; Rating; Dependence statistics; Copula; T-norms; CDS pricing; Credit derivatives; Subprime crisis; Sovereign debts

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Harb, . G. (2011). Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives. (Doctoral Dissertation). Paris 2. Retrieved from http://www.theses.fr/2011PA020098

Chicago Manual of Style (16th Edition):

Harb, Étienne Gebran. “Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives.” 2011. Doctoral Dissertation, Paris 2. Accessed July 17, 2019. http://www.theses.fr/2011PA020098.

MLA Handbook (7th Edition):

Harb, Étienne Gebran. “Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives.” 2011. Web. 17 Jul 2019.

Vancouver:

Harb G. Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives. [Internet] [Doctoral dissertation]. Paris 2; 2011. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2011PA020098.

Council of Science Editors:

Harb G. Risques liés de crédit et dérivés de crédit : Dependent credit risks and credit derivatives. [Doctoral Dissertation]. Paris 2; 2011. Available from: http://www.theses.fr/2011PA020098

25. Sabkha, Saker. On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux.

Degree: Docteur es, Sciences de gestion, 2018, Lyon; Institut des Hautes Etudes Commerciales (Carthage, Tunisie)

Le phénomène de contagion, les hypothèses d'efficience et les transferts de volatilité sont parmi les théories économiques les plus importantes, car elles fournissent une vision… (more)

Subjects/Keywords: Credit Default Swaps; Marchés souverains mondiaux; Modèles économétrique fractionnellement intégrés; Prédictibilité des volatilités; Contagion; Transfert de risques; Credit Default Swaps; Worldwide Sovereign Markets; Fractionally-integrated models; Forecasting volatility; Contagion; Risk spillover; 650

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sabkha, S. (2018). On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux. (Doctoral Dissertation). Lyon; Institut des Hautes Etudes Commerciales (Carthage, Tunisie). Retrieved from http://www.theses.fr/2018LYSE1127

Chicago Manual of Style (16th Edition):

Sabkha, Saker. “On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux.” 2018. Doctoral Dissertation, Lyon; Institut des Hautes Etudes Commerciales (Carthage, Tunisie). Accessed July 17, 2019. http://www.theses.fr/2018LYSE1127.

MLA Handbook (7th Edition):

Sabkha, Saker. “On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux.” 2018. Web. 17 Jul 2019.

Vancouver:

Sabkha S. On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux. [Internet] [Doctoral dissertation]. Lyon; Institut des Hautes Etudes Commerciales (Carthage, Tunisie); 2018. [cited 2019 Jul 17]. Available from: http://www.theses.fr/2018LYSE1127.

Council of Science Editors:

Sabkha S. On the dynamic behavior of the worldwide sovereign Credit Default Swaps markets : A propos du comportement dynamique des marchés de CDS souverains mondiaux. [Doctoral Dissertation]. Lyon; Institut des Hautes Etudes Commerciales (Carthage, Tunisie); 2018. Available from: http://www.theses.fr/2018LYSE1127

26. Miranda, Guilherme Donário. On the application of structural credit risk models to sovereign issuers.

Degree: 2018, RCAAP

This dissertation uses CDS spreads to extract the probability of default of the Portuguese sovereign using a structural credit risk model. The model considered assumes… (more)

Subjects/Keywords: Credit Default Swaps; Probability of default; Portuguese Sovereign; Geometric Brownian motion; Risk neutral; Physical measure; Probabilidade de incumprimento; Estado Português; Movimento Browniano geométrico; Medida neutra; Medida física; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Miranda, G. D. (2018). On the application of structural credit risk models to sovereign issuers. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25494

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miranda, Guilherme Donário. “On the application of structural credit risk models to sovereign issuers.” 2018. Thesis, RCAAP. Accessed July 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25494.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miranda, Guilherme Donário. “On the application of structural credit risk models to sovereign issuers.” 2018. Web. 17 Jul 2019.

Vancouver:

Miranda GD. On the application of structural credit risk models to sovereign issuers. [Internet] [Thesis]. RCAAP; 2018. [cited 2019 Jul 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25494.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miranda GD. On the application of structural credit risk models to sovereign issuers. [Thesis]. RCAAP; 2018. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.ucp.pt:10400.14/25494

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Duyvesteyn, Johan. Empirical Studies on Sovereign Fixed Income Markets.

Degree: 2015, Erasmus Research Institute of Management

 markdownabstractAbstract This dissertation presents evidence of five studies showing that sovereign fixed income markets are not always price efficient. The emerging local currency debt market… (more)

Subjects/Keywords: Market timing; Emerging debt; Government bonds; Political risk; Sovereign credit risk; Structural model; Seasonality; Inflation; Inflation linked bonds; Volatility risk premium; Term structure; Swaption; Interest rate derivatives

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Duyvesteyn, J. (2015). Empirical Studies on Sovereign Fixed Income Markets. (Doctoral Dissertation). Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/79033

Chicago Manual of Style (16th Edition):

Duyvesteyn, Johan. “Empirical Studies on Sovereign Fixed Income Markets.” 2015. Doctoral Dissertation, Erasmus Research Institute of Management. Accessed July 17, 2019. http://hdl.handle.net/1765/79033.

MLA Handbook (7th Edition):

Duyvesteyn, Johan. “Empirical Studies on Sovereign Fixed Income Markets.” 2015. Web. 17 Jul 2019.

Vancouver:

Duyvesteyn J. Empirical Studies on Sovereign Fixed Income Markets. [Internet] [Doctoral dissertation]. Erasmus Research Institute of Management; 2015. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/1765/79033.

Council of Science Editors:

Duyvesteyn J. Empirical Studies on Sovereign Fixed Income Markets. [Doctoral Dissertation]. Erasmus Research Institute of Management; 2015. Available from: http://hdl.handle.net/1765/79033

28. Basazinew, Serkalem Tilahun. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     .

Degree: Business Administration, 2013, Umeå University

  When adjusted to sovereign entities, the structural credit risk model assumes a negative (positive) relationship between sovereign CDS spreads and stock prices (volatilities). In… (more)

Subjects/Keywords: sovereign credit risk; credit default swap; stock index; Merton model; price discovery; capital structure arbitrage; emerging market.

…whose credit risk contracts are 5 frequently traded on the sovereign CDS market… …whereas only a limited number of papers have put the sovereign credit risk contract under the… …regionally studying relationship between Asian sovereign credit risk and stock markets, what… …mainly by the following keywords: sovereign credit risk, credit default swap, stock index… …sovereign reference entity. The CDS contract pooling several single-name credit risk protections… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Basazinew, S. T. (2013). RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     . (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-80844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Basazinew, Serkalem Tilahun. “RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     .” 2013. Thesis, Umeå University. Accessed July 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-80844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Basazinew, Serkalem Tilahun. “RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     .” 2013. Web. 17 Jul 2019.

Vancouver:

Basazinew ST. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     . [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Jul 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-80844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Basazinew ST. RELATIONSHIP BETWEEN SOVEREIGN CREDIT DEFAULT SWAP AND STOCK MARKETS- The Case of East Asia     . [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-80844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Penn State University

29. Otero, Karina Vanesa. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.

Degree: PhD, Economics, 2016, Penn State University

 Chapter 1 proposes a new approach to estimate general stationary diffusion processes that describe the evolution of unobserved arrival rates of credit events on sovereign(more)

Subjects/Keywords: Intensity of default; Sovereign bonds; Efficient Method of Moments (EMM); Semi-nonparametric (SNP) econometrics; Hermite; Latent variables; Estimation of stochastic differential equations; Estimation of diffusions; Asset pricing; Numerical methods for partial differential equations; Credit risk; Cox process; Credit derivatives; Credit Default Swaps (CDS); Nonparametric identification; dynamic multinomial choice games; Dynamic Markov game; Markov decision processes; Multiple choice models; Econometric Identification; Incomplete information; Dynamic discrete choice; Discrete decision process; Decision model.; Dynamic multinomial choice games; Decision model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Otero, K. V. (2016). On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/b8515n370

Chicago Manual of Style (16th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Doctoral Dissertation, Penn State University. Accessed July 17, 2019. https://etda.libraries.psu.edu/catalog/b8515n370.

MLA Handbook (7th Edition):

Otero, Karina Vanesa. “On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models.” 2016. Web. 17 Jul 2019.

Vancouver:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Internet] [Doctoral dissertation]. Penn State University; 2016. [cited 2019 Jul 17]. Available from: https://etda.libraries.psu.edu/catalog/b8515n370.

Council of Science Editors:

Otero KV. On Econometrics with Flexible Assumptions for Asset Pricing and Discrete Choice Models. [Doctoral Dissertation]. Penn State University; 2016. Available from: https://etda.libraries.psu.edu/catalog/b8515n370


University of Canterbury

30. McAleer, M. Recent Developments in Financial Economics and Econometrics: An Overview.

Degree: Department of Economics and Finance, 2013, University of Canterbury

 This special issue of the in North American Journal of Economics and Finance presents 24 papers by leading scholars in the field on "Recent Developments… (more)

Subjects/Keywords: Dynamic price integration; local covariates; risk management; global financial crisis; credit risk; liquidity shock; micro-market noise; corporate risk taking; options; volatility; quantiles; news sentiment; contingent capital; value-at-risk; inflation targeting; size effects; exchange rates; realized range; equity markets; sub-prime crisis; sovereign debt CDS; mixture models; asymmetry; diagnostic checking..; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics; Field of Research::14 - Economics::1403 - Econometrics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

McAleer, M. (2013). Recent Developments in Financial Economics and Econometrics: An Overview. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/9984

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McAleer, M. “Recent Developments in Financial Economics and Econometrics: An Overview.” 2013. Thesis, University of Canterbury. Accessed July 17, 2019. http://hdl.handle.net/10092/9984.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McAleer, M. “Recent Developments in Financial Economics and Econometrics: An Overview.” 2013. Web. 17 Jul 2019.

Vancouver:

McAleer M. Recent Developments in Financial Economics and Econometrics: An Overview. [Internet] [Thesis]. University of Canterbury; 2013. [cited 2019 Jul 17]. Available from: http://hdl.handle.net/10092/9984.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McAleer M. Recent Developments in Financial Economics and Econometrics: An Overview. [Thesis]. University of Canterbury; 2013. Available from: http://hdl.handle.net/10092/9984

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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