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A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk
34/34 checkable references clean · checked 2026-08-28
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The 34 checked references that resolve
resolves10.1111/j.1745-6622.2011.00311.x
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk
resolves10.1016/j.jimonfin.2005.03.007
Determinants of market-assessed sovereign risk: Economic fundamentals or market risk appetite?
resolves10.1111/j.1540-6261.1990.tb03726.x
Determinants of Secondary Market Prices for Developing Country Syndicated Loans
resolves10.1016/j.finmar.2010.01.002
The information content of option-implied volatility for credit default swap valuation
resolves10.1016/j.jeconbus.2003.03.001
Country financial risk and stock market performance: the case of Latin America
resolves10.1093/rof/rfr015
Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis
resolves10.1016/j.econlet.2010.10.001
The Janus-headed salvation: Sovereign and bank credit risk premia during 2008–2009
resolves10.1016/0022-1996(71)90004-3
Measurement of debt servicing capacity: An application of discriminant analysis
resolves10.1142/9789814759618_0010
Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk
resolves10.3386/w1673
Sovereign Debt as a Contingent Claim: Excusable Default, Repudiation, and Reputation
resolves10.1093/rof/rfq005
Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
resolves10.1111/j.1540-6261.1984.tb03649.x
Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.3905/jfi.2004.419574
Two-Factor Structural Model of Determinants of Brazilian Sovereign Risk
resolves10.1016/j.ememar.2005.09.001
Quantification of sovereign risk: Using the information in equity market prices
resolves10.1111/j.1467-9396.2010.00881.x
Domestic versus External Borrowing and Fiscal Policy in Emerging Markets
resolves10.1016/j.jimonfin.2006.01.006
What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements
The 11 references without a DOI — listed, not checked
no DOI — not checkedRisk aversion and the risk premia in the CDS market
no DOI — not checkedref12
no DOI — not checkedref15
no DOI — not checkedref17
no DOI — not checkedref24
no DOI — not checkedref29
no DOI — not checkedref34
no DOI — not checkedRisk Premia and the Conditional Tails of Stock Returns
no DOI — not checkedref37
no DOI — not checkedref39
no DOI — not checkedBailouts or Bail-ins? Responding to Financial Crises in Emerging Economies
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