Publications Search Results

October 01, 2014

The search found 16 of 12838 documents sorted by Date with the following criteria:
Subject / Keyword: sovereign risk

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1.

Title: Banks, Government Bonds, and Default: What do the Data Say?
Author/Editor: Nicola Gennaioli ; Alberto Martin ; Stefano Rossi
Series: Working Paper No. 14/120
Published: July 8, 2014
Subject(s): Banks | Government securities | Bonds | Sovereign risk | Return on investment | Sovereign debt defaults | Banking crisis

 

2.

Title: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis
Author/Editor: Chan-Lau, Jorge A. ; Liu, Estelle X ; Schmittmann, Jochen M.
Series: Working Paper No. 12/174
Published: July 1, 2012
Subject(s): Banking sector | Credit risk | Economic recession | Europe | Financial crisis | Profit margins | Sovereign debt
Author's keyword(s): Banks | equity returns | financial crisis | sovereign risk | sovereign debt crisis | economic growth | regulatory capital | panel data econometrics.

 

3.

Title: Sovereign Risk, Fiscal Policy, and Macroeconomic Stability
Author/Editor: Corsetti, Giancarlo ; Kuester, Keith ; Meier, André ; Mueller, Gernot J.
Series: Working Paper No. 12/33
Published: January 1, 2012
Subject(s): Economic stabilization | Fiscal policy | Monetary policy | Risk premium | Sovereign debt
Author's keyword(s): Fiscal policy | monetary policy | zero lower bound | risk premium | sovereign risk

 

4.

Title: Assessing the Risks to the Japanese Government Bond (JGB) Market
Author/Editor: Lam, Raphael W. ; Tokuoka, Kiichi
Series: Working Paper No. 11/292
Published: December 1, 2011
Subject(s): Banks | Bond markets | Corporate sector | Financial risk | Fiscal policy | Public debt | Risk management | Sovereign debt | Japan
Author's keyword(s): Fiscal Sustainability | Sovereign Risk | Government yields | Financial Distress

 

5.

Title: Regional Economic Outlook, October 2011: Middle East and Central Asia
Author/Editor: International Monetary Fund. Middle East and Central Asia Dept.
Published: October 26, 2011
Subject(s): Regional Economic Outlook | Afghanistan, Rep. of | Pakistan | Middle East and Central Asia | North Africa | Oil exporting countries | Economic recovery | Imports | Economic conditions | Economic forecasting | Cross country analysis
Author's keyword(s): World Economic and Financial Survey; oil exporters; oil importers; natural gas; oil; commodity prices; monetary policy; Sudan; South Sudan; energy prices; remittances; tax revenues; unemployment; fiscal deficits; fiscal balances; sovereign risk; spillovers; credit growth; inflationary pressures; inflation; GDP growth; loan concentration; foreign direct investment;

 

6.

Title: Government Involvement in Corporate Debt Restructuring: Case Studies from the Great Recession
Author/Editor: Grigorian, David A. ; Raei, Faezeh
Series: Working Paper No. 10/260
Published: November 1, 2010
Subject(s): Asset management | Banking sector | Corporate sector | Cross country analysis | Debt restructuring | Economic recession | Economic recovery | Fiscal policy | Governance | Legislation | Public enterprises
Author's keyword(s): corporate debt restructuring | contingent liablities | quasi-sovereign risk.

 

7.

Title: How Does Public External Debt Affect Corporate Borrowing Costs In Emerging Markets?
Author/Editor: Agca, Senay ; Celasun, Oya
Series: Working Paper No. 09/266
Published: December 1, 2009
Subject(s): Access to capital markets | Corporate sector | Credit | Debt management | Economic models | Emerging markets | External borrowing | External debt | Governance | Public debt | Sovereign debt
Author's keyword(s): Sovereign risk | corporate debt | syndicated loans | yield spreads | creditor rights

 

8.

Title: The Value of Institutions for Financial Markets: Evidence from Emerging Markets
Author/Editor: Akitoby, Bernardin ; Stratmann, Thomas
Series: Working Paper No. 09/27
Published: February 1, 2009
Subject(s): Capital markets | Financial sector | Political economy | Governance | Social policy | Emerging markets | Cross country analysis | Economic models
Author's keyword(s): sovereign risk | spreads | institutions | financial markets | emerging markets

 

9.

Title: A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty
Author/Editor: Gray, Dale F. ; Loukoianova, Elena ; Malone, Samuel W. ; Lim, Cheng Hoon
Series: Working Paper No. 08/40
Published: February 1, 2008
Subject(s): Risk management | Public sector | Public debt | Reserve management policy
Author's keyword(s): Sovereign risk | contingent claims | debt sustainability | risk management | balance sheets

 

10.

Title: Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach
Author/Editor: Keller, Christian ; Kunzel, Peter ; Souto, Marcos
Series: Working Paper No. 07/233
Published: October 1, 2007
Subject(s): Public debt | Turkey | Credit risk | Economic indicators | Economic models
Author's keyword(s): Turkey | Sovereign Risk | Contingent Claims

 

11.

Title: Sovereign Ceilings "Lite"? the Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies
Author/Editor: Borensztein, Eduardo ; Cowan, Kevin ; Valenzuela, Patricio
Series: Working Paper No. 07/75
Published: April 1, 2007
Subject(s): Credit risk | Emerging markets | Public debt | Private sector
Author's keyword(s): Credit risk | sovereign risk | credit ratings

 

12.

Title: Interest Rate Determination in Lebanon
Author/Editor: Poddar, Tushar ; Goswami, Mangal ; Sole, Juan ; Icaza, Victor Echévarria
Series: Working Paper No. 06/94
Published: April 1, 2006
Subject(s): Domestic liquidity | Financial risk | Interest rates | Lebanon | Risk premium
Author's keyword(s): Interest rates | Lebanon | sovereign risk

 

13.

Title: How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
Author/Editor: Peter, Marcel ; Grandes, Martín
Series: Working Paper No. 05/217
Published: November 1, 2005
Subject(s): Economic models | Risk premium | South Africa
Author's keyword(s): sovereign risk | corporate risk | sovereign ceiling | default premium | South Africa

 

14.

Title: Measuring and Analyzing Sovereign Risk with Contingent Claims
Author/Editor: Gapen, Michael T. ; Gray, Dale F. ; Lim, Cheng Hoon ; Xiao, Yingbin
Series: Working Paper No. 05/155
Published: August 1, 2005
Subject(s): Debt sustainability analysis | Risk premium | Economic models
Author's keyword(s): Sovereign risk | contingent claims | debt sustainability | risk management

 

15.

Title: Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 03/106
Published: May 1, 2003
Subject(s): Credit | Financial crisis
Author's keyword(s): Credit defaults swaps | maximum recovery rate | default probability | sovereign risk

 

16.

Title: Emerging Market Bond Spreads and Sovereign Credit Ratings: Reconciling Market Views with Economic Fundamentals
Author/Editor: Sy, Amadou N. R.
Series: Working Paper No. 01/165
Published: October 1, 2001
Subject(s): Emerging markets | Bonds | Credit | Exchange market rates | Economic models
Author's keyword(s): Bond spreads | credit ratings | monitoring | sovereign risk | risk appetite

 

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