Suchergebnisse - "SOVEREIGN risk"

Sovereign Risk and Lending Behavior of Banking Industry: Evidence from Turkey's Credit Market.

Alternate Title: Ülke Riski ve Bankaların Borç Verme Davranışları: Türkiye Kredi Piyasasından Kanıtlar.

Autoren: ALTAY, Osman¹ oaltay@ticaret.edu.tr

Quelle: Journal of Finance Letters / Maliye Finans Yazıları Dergisi. Oct2025, Issue 124, p1-20. 20p.

Schlagwörter: *INTEREST rates, *LOANS, *EMERGING markets, *BANKING industry, *BOND market, SOVEREIGN risk, OTTOMAN Empire, AUTOREGRESSIVE models

Geografische Kategorien: TURKEY

Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries.

Autoren: Aizenman, Joshua Uddin, Gazi Salah Luo, Tianqi et al.

Quelle: International Journal of Finance & Economics. Oct2025, p1. 18p. 11 Illustrations.

Schlagwörter: *CAPITAL requirements, *BOND market, *GOVERNMENT securities, SOVEREIGN risk, SOUTHEAST Asians, FINANCIAL policy

Geografische Kategorien: THAILAND, MALAYSIA, PHILIPPINES, INDONESIA

Higher-order moment risk spillovers and portfolio optimization in sovereign CDS markets.

Autoren: Hao, Chenlu Zou, Renhao He, Zhipeng

Quelle: Applied Economics Letters. Sep2025, p1-11. 11p. 5 Illustrations.

Schlagwörter: *PORTFOLIO management (Investments), *EMERGING markets, *INVESTMENT risk, *HEDGING (Finance), SOVEREIGN risk, QUANTILE regression, MOMENTS method (Statistics)

Fiscal Distress and Banking Performance: The Role of Macroprudential Regulation.

Autoren: BALFOUSSIA, HIONA DELLAS, HARRIS PAPAGEORGIOU, DIMITRIS

Quelle: Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Jun2025, p1. 21p. 9 Illustrations.

Schlagwörter: *BANK capital, *FINANCIAL performance, *ECONOMIC stabilization, *SYSTEMIC risk (Finance), SOVEREIGN risk, COUNTERPARTY risk, FINANCIAL policy

Financial Fragility and the Fiscal Multiplier.

Autoren: VAN DER KWAAK, CHRISTIAAN VAN WIJNBERGEN, SWEDER

Quelle: Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Jun2025, p1. 39p. 8 Illustrations.

Schlagwörter: *GOVERNMENT securities, *PUBLIC spending, *GENERAL equilibrium theory (Economics), *BANK failures, SOVEREIGN risk

Geografische Kategorien: SPAIN

Sovereign debt and sovereign risk: a systematic review and meta-analysis.

Autoren: Sun, Xiaolei Shen, Yiran Li, Guowen

Quelle: Applied Economics. Jun2025, Vol. 57 Issue 28, p3915-3931. 17p.

Schlagwörter: *BOND market, *FINANCIAL markets, SOVEREIGN risk, CITATION networks, BIBLIOMETRICS

Are the Shadow Economy and Country Risk Barriers to Financial Development?: Evidence From Cross Countries Analysis.

Autoren: Rahman, Sami Ur Faisal, Faisal Sami, Fariha et al.

Quelle: International Social Science Journal. Sep2025, p1. 12p.

Schlagwörter: *FINANCIAL risk, *SOVEREIGN risk, *INFORMAL sector, *INVESTMENT risk, *EMERGING markets, *CAUSAL inference, *ECONOMIC development

The switching-regime effect of sovereign risk components on housing prices in South African major cities.

Alternate Title: L’effet de changement de régime des composantes du risque souverain sur les prix de l’immobilier dans les grandes villes sud-africaines.

Autoren: MUZINDUTSI, Paul-Francois MBHELE, Ntuthuko GOPAL, Trayum et al.

Quelle: Journal of Academic Finance. 2025 Special Issue, Vol. 16, p90-106. 17p.

Schlagwörter: *HOME prices, *INVESTMENT risk, *HOUSING market, SOVEREIGN risk, HIDDEN Markov models, POLITICAL stability, SOUTH Africans

Geografische Kategorien: CAPE Town (South Africa)

Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union.

Autoren: Căpraru, Bogdan Georgescu, George Sprincean, Nicu

Quelle: International Journal of Finance & Economics. Feb2025, p1. 17p.

Schlagwörter: *CREDIT default swaps, *GOVERNMENT securities, *FINANCIAL markets, SOVEREIGN risk, COUNTERPARTY risk

Firma/Körperschaft: EUROPEAN Union

Back-testing credit risk parameters on low default portfolios: a simple Bayesian transfer learning approach with an application to sovereign risk‖.

Autoren: Caprioli, Sergio Cavallari, Raphael Foschi, Jacopo et al.

Quelle: Quantitative Finance. Mar2025, Vol. 25 Issue 3, p491-508. 18p.

Schlagwörter: *CREDIT risk, *BAYESIAN analysis, SOVEREIGN risk, MACHINE learning, COUNTERPARTY risk, STATISTICS methodology

RISKY BUSINESS: EVALUATING WHETHER POLITICAL RISK IS PRICED INTO EMERGING AND FRONTIER STOCK MARKETS.

Autoren: Corbiere, Kelly Ann¹

Quelle: Conference Papers -- Midwestern Political Science Association. 2025, p1-44. 45p.

Schlagwörter: *EMERGING markets, *SOVEREIGN risk, *INVESTMENT management, *STOCK prices, *FINANCIAL economics, *LOGISTIC regression analysis, *INFORMATION asymmetry

Sovereign Risk, Currency Risk, and Corporate Balance Sheets.

Autoren: Du, Wenxin Schreger, Jesse

Quelle: Review of Financial Studies. Oct2022, Vol. 35 Issue 10, p4587-4629. 43p.

Schlagwörter: *FOREIGN exchange, *FINANCIAL statements, *EMERGING markets, *MONEY, *CORPORATE debt, *COMMUNITY currency, *GLOBAL Financial Crisis, 2008-2009, SOVEREIGN risk, COUNTERPARTY risk

Convenient but risky government bonds.

Autoren: Kaldorf, Matthias Röttger, Joost

Quelle: European Economic Review. Nov2025, Vol. 180, pN.PAG-N.PAG. 1p.

Schlagwörter: *GOVERNMENT securities, *DEBT-to-GDP ratio, *BONDS (Finance), *COLLATERAL security, *PUBLIC debts, *FISCAL policy, SOVEREIGN risk

Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models.

Autoren: Chen, Zhizhen Shi, Guifen Sun, Boyang

Quelle: Empirical Economics. Dec2024, Vol. 67 Issue 6, p2463-2502. 40p.

Schlagwörter: *FINANCIAL risk, *TIME series analysis, *CREDIT default swaps, MACHINE learning, SOVEREIGN risk, GROUP of Twenty countries

Troubled Nations Return to Debt Markets Amid Yield Hunt.

Autoren: Song, Zijia Andrade, Vinícius Wilson, Carolina

Quelle: Bloomberg.com. 11/3/2025, pN.PAG-N.PAG. 1p.

Schlagwörter: *BOND market, *ECONOMIC equilibrium, *INTERNATIONAL finance, *INVESTMENT policy, *PUBLIC debts, *BOND prices, SOVEREIGN risk

Goldman Analysts Cut Euro Banks to Underweight on Lofty Prices.

Autoren: Vossos, Tasos (AUTHOR)

Quelle: Bloomberg.com. 10/10/2025, pN.PAG-N.PAG. 1p.

Schlagwörter: *BANKING industry, *INVESTMENT banking, *BOND ratings, *VALUATION of investments, SOVEREIGN risk, POLITICAL stability

Geografische Kategorien: FRANCE

Firma/Körperschaft: GOLDMAN Sachs Group Inc. 059164314 GS

French Banks Sovereign Risk Seen Manageable as Crisis Deepens.

Autoren: Cohen, Claudia (AUTHOR)

Quelle: Bloomberg.com. 10/8/2025, pN.PAG-N.PAG. 1p.

Schlagwörter: *ECONOMIC impact, *BANKING industry, *FINANCIAL services industry, *FINANCIAL institutions, SOVEREIGN risk, POLITICAL stability, POLITICIANS

Firma/Körperschaft: SOCIETE Generale SA

EM Bond Bonanza Narrows Yield Gap Over Treasuries to 7-Year Low.

Autoren: Sivabalan, Srinivasan (AUTHOR)

Quelle: Bloomberg.com. 10/7/2025, pN.PAG-N.PAG. 1p.

Schlagwörter: *RISK premiums, *JUNK bonds, *CAPITAL movements, *GOVERNMENT securities, *PUBLIC debts, SOVEREIGN risk

Geografische Kategorien: UNITED States

Do China's official external lending and its components reduce host country national risks?—Empirical evidence from borrowing and non-borrowing countries.

Autoren: Li, Yanxi Shang, Shu Sun, Yuchen

Quelle: Humanities & Social Sciences Communications; 11/18/2025, Vol. 12 Issue 1, p1-16, 16p

Schlagwörter: LOANS, ECONOMIC development, DEBT, LOW-income countries, SOCIAL stability, CHINA-United States relations, SOVEREIGN risk, INTERNATIONAL finance

Geografische Kategorien: CHINA

Sovereign Defaults and Debt Sustainability: A Joint Analysis.

Autoren: Diarra, Ibrahima Guillard, Michel Kempf, Hubert

Quelle: Open Economies Review; Nov2025, Vol. 36 Issue 5, p1365-1412, 48p

Schlagwörter: PUBLIC debts, DEBT-to-GDP ratio, COLLECTING of accounts, DEBT management, LONG-term debt, SOVEREIGN risk, STOCHASTIC models, DEVELOPING countries