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Characterizing Sovereign Credit Risk Interdependencies: Evidence from the Credit Default Swap Market
16/16 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 16 checked references that resolve
resolves10.2139/ssrn.1986290
Changes of Skewness and Coskewness in Latin American Stock Returns: Behavioral vs. Fundamental Factors
resolves10.1111/j.1540-6261.2005.00798.x
An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps
resolves10.1002/fut.21582
Examining the Return–Volatility Relation for Foreign Exchange: Evidence from the Euro <i>VIX</i>
resolves10.1016/j.econmod.2013.03.015
Stock market comovements in Central Europe: Evidence from the asymmetric DCC model
resolves10.1057/jdhf.2014.1
Determinants of credit default swaps spreads in European and Asian markets
resolves10.1093/rof/rfq005
Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
resolves10.1016/j.jbankfin.2004.06.010
The relationship between credit default swap spreads, bond yields, and credit rating announcements
resolves10.1016/j.jbankfin.2010.05.014
The reaction of emerging market credit default swap spreads to sovereign credit rating changes
The 2 references without a DOI — listed, not checked
no DOI — not checkedPersistence of volatility of sovereign credit risk in presence of structural breaks
no DOI — not checkedof OLS regression with change in the local stock market return and VIX. All standard errors are White heteroscedasticity robusted
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