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Sovereign Credit Risk.

By: Contributor(s): Material type: TextTextSeries: The Journal of Risk FinancePublisher: Bradford, West Yorkshire : Emerald Publishing Limited, 2017Copyright date: ©2017Edition: 1st edDescription: 1 online resource (149 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781787436893
Subject(s): Genre/Form: Additional physical formats: Print version:: Sovereign Credit RiskDDC classification:
  • 658.15499999999997
LOC classification:
  • HD61.S684 2017
Online resources:
Contents:
Cover -- EDITORIAL ADVISORY BOARD -- The impact of sovereign rating events on bank stock returns -- Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan -- Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle -- Time-varying beta during the 2008 financial crisis - evidence from North America and Western Europe -- Interest rate convergence, sovereign credit risk and the European debt crisis: a survey -- Interest rate, liquidity, and sovereign risk: derivative-based VaR -- Asset liability management and the euro crisis.
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Cover -- EDITORIAL ADVISORY BOARD -- The impact of sovereign rating events on bank stock returns -- Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan -- Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle -- Time-varying beta during the 2008 financial crisis - evidence from North America and Western Europe -- Interest rate convergence, sovereign credit risk and the European debt crisis: a survey -- Interest rate, liquidity, and sovereign risk: derivative-based VaR -- Asset liability management and the euro crisis.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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