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Pricing of Sovereign Credit Risk; Evidence From Advanced Economies During the Financial Crisis. (2012). Alper, C. Emre ; Gerard, Marc ; Forni, Lorenzo.
In: IMF Working Papers.
RePEc:imf:imfwpa:2012/024.

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  1. The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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  2. Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

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  3. Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond. (2015). Yuan, Chunming ; Pongsiri, Tanu J..
    In: Economie Internationale.
    RePEc:cii:cepiei:2015-q1-141-4.

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  4. A toolkit to assess fiscal vulnerabilities and risks in advanced economies. (2014). Weber, Anke ; Kinda, Tidiane ; Callegari, Giovanni ; Caceres, Carlos ; Arbatli, Elif ; Alper, C. Emre ; Schaechter, Andrea ; Gerard, Marc ; Jonas, Jiri ; Shabunina, Anna.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:6:p:650-660.

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  5. Determinants of bank credit default swap spreads: The role of the housing sector. (2013). Mallick, Sushanta ; Benbouzid, Nadia.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:24:y:2013:i:c:p:243-259.

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  6. Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick.
    In: Working Papers.
    RePEc:ste:nystbu:12-10.

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  7. Walking Hand in Hand; Fiscal Policy and Growth in Advanced Economies. (2012). Cottarelli, Carlo ; Jaramillo, Laura.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/137.

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  8. A toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies. (2012). Weber, Anke ; Kinda, Tidiane ; Caceres, Carlos ; Alper, C. Emre ; Gerard, Marc ; Jonas, Jiri ; Arbatli, Elif C ; Schaechter, Andrea ; Shabunina, Anna ; Callegari, Giovanni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/011.

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  9. The optimal size of the European Stability Mechanism: A cost-benefit analysis. (2012). Kapp, Daniel .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:349.

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  10. Boom-bust cycles, imbalances and discipline in Europe. (2012). Molina Sánchez, Luis ; del Río, Pedro ; Alberola, Enrique ; del Rio, Pedro.
    In: Working Papers.
    RePEc:bde:wpaper:1220.

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References

References cited by this document

  1. Aktug, E., Bae, Y. and G. Vasconcellos (2009):âThe Dynamics of Sovereign Credit Default Swap and Bond Markets: Empirical Evidence from the 2001-2007 Period,â Lehigh University Working paper.
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  25. Sgherri, S. and E. Zoli (2009): âEuro Area Sovereign Risk During the Crisisâ, IMF Working Paper, No. 09/222.

  26. Zhu, H. (2004): âAn Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Marketâ, BIS Working Paper No.160, August.

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