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Dynamics of the European sovereign bonds and the identification of crisis periods,
Zhenxi Chen and Stefan Reitz, from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016)
Keywords: sovereign bonds, CDS, heterogeneous agents
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Dynamics of the European sovereign bonds and the identification of crisis periods,
Zhenxi Chen and Stefan Reitz, in Empirical Economics (2020)
Keywords: Sovereign bonds, CDS, Heterogeneous agents
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Sovereign GDP-linked bonds,
James Benford, Mark Joy and Mark Kruger, from Bank of England (2016)
Keywords: Sovereign debt; sovereign default; fiscal policy; debt management; GDP-linked bonds
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Eurozone sovereign bonds and rating assessments: impact on volatility,
Javier Wrana and José María Martín Flores, in Papeles de Europa (2014)
Keywords: Rating agencies, Sovereign bonds, Volatility, Economic crisis.
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Pricing Conflict Risk: Evidence from Sovereign Bonds,
Jonah Rexer, Ethan Kapstein and Andres Rivera, from Empirical Studies of Conflict Project (2022)
Keywords: sovereign debt, bonds, conflict, behavioral finance
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Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?,
David Cronin, Peter Dunne and Kieran McQuinn, in The Economic and Social Review (2019)
Keywords: sovereign bonds, Euro Area, Ireland
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Determinants of Spreads of Romanian Sovereign bonds. An application on the EMBIG spreads,
Claudia Berbecaru, from Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB (2008)
Keywords: Romanian Sovereign bonds, EMBIG spreads
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Long-duration bonds and sovereign defaults,
Juan Hatchondo and Leonardo Martinez, from Federal Reserve Bank of Richmond (2009)
Keywords: Bonds
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Are State-Contingent Sovereign Bonds the Solution to Avoid Government Debt Crisis?,
Christophe Destais, from CEPII research center (2017)
Keywords: Sovereign Debt;State Contingent Bonds;GDP-linked Bonds
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Sovereign Bonds and Socially Responsible Investment,
Bastien Drut, from HAL (2009)
Keywords: Socially Responsible Investment, Sovereign Bonds, Portfolio Selection, Rating, Spanning Tests, Mean-variance efficiency, Portfolio Choice
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The equity-like behaviour of sovereign bonds,
Alfonso Dufour, Andrei Stancu and Simone Varotto, in Journal of International Financial Markets, Institutions and Money (2017)
Keywords: Government bonds; Stock-bond co-movements; Subprime crisis; Sovereign debt crisis; Credit risk; Liquidity risk;
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Sovereign Bonds and Socially Responsible Investment,
Bastien Drut, from ULB -- Universite Libre de Bruxelles (2009)
Keywords: Socially Responsible Investment; Sovereign Bonds; Portfolio Selection; Rating; Spanning Tests; Mean-variance efficiency; Portfolio Choice.
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The Equity-like Behaviour of Sovereign Bonds,
Alfonso Dufour, Andrei Stancu and Simone Varotto, from Henley Business School, University of Reading (2014)
Keywords: government bonds, subprime crisis, sovereign debt crisis, credit risk, liquidity risk, asset pricing
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Sovereign Bonds and Socially Responsible Investment,
Bastien Drut, from University of Paris Nanterre, EconomiX (2009)
Keywords: Socially Responsible Investment, Sovereign Bonds, Portfolio Selection, Rating, Spanning Tests, Mean-variance efficiency, Portfolio Choice
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Asymmetric Shocks, Long-term Bonds and Sovereign Default,
Junjun Zhu and Shiyu Xie, from University Library of Munich, Germany (2011)
Keywords: Sovereign Default; Asymmetric Shocks; Transition Function; Long-term Bonds
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Time-scale analysis of sovereign bonds market co-movement in the EU,
Filip Smolik and Lukas Vacha, from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2015)
Keywords: financial crisis, co-movement, wavelet, sovereign debt crisis, sovereign bonds
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Make-Wholes in Sovereign Bonds (Not sure why they are there, but they may be free),
Ugo Panizza and Mitu Gulati, from C.E.P.R. Discussion Papers (2020)
Keywords: Make-whole call; Doomsday call; Sovereign bonds
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MAKE-WHOLES IN SOVEREIGN BONDS (not sure why they are there, but they may be free),
Mitu Gulati and Ugo Panizza, from Economics Section, The Graduate Institute of International Studies (2020)
Keywords: make-whole call, doomsday call, sovereign bonds
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Trichet Bonds To Resolve the European Sovereign Debt Problem,
Nicholas Economides and Roy C. Smith, from NET Institute (2011)
Keywords: Trichet bonds, sovereign debt, euro, debt restructuring, Greece, Ireland, Portugal, Spain, Italy, Brady bonds
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Sovereign Bonds and Socially Responsible Investment,
Bastien Drut, in Journal of Business Ethics (2010)
Keywords: extra-financial ratings, mean–variance efficiency, portfolio selection, responsible investing, socially responsible investment, sovereign bonds, spanning tests,
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Sovereign bonds and socially responsible investment,
Bastien Drut, from ULB -- Universite Libre de Bruxelles (2010)
Keywords: Extra-financial ratings; Mean-variance efficiency; Portfolio selection; Responsible investing; Socially responsible investment; Sovereign bonds; Spanning tests

The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes,
Ricardo Branco, João Pinto and Ricardo Ribeiro, from Católica Porto Business School, Universidade Católica Portuguesa (2020)
Keywords: Straight Bonds; Covered Bonds; Securitization Bonds; Bond Pricing; Sovereign Risk; Asset Purchase Programmes
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Contingent Convertible Bonds for Sovereign Debt Risk Management,
Consiglio Andrea and Stavros Zenios, in Journal of Globalization and Development (2018)
Keywords: conditional Value-at-Risk, contingent contracts, debt crisis, debt restructuring, GDP-indexed bonds, portfolio optimization, puttable bonds, scenario analysis, sovereign debt
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Sovereign Bonds since Waterloo,
Josefin Meyer, Carmen Reinhart and Christoph Trebesch, from DIW Berlin, German Institute for Economic Research (2022)
Keywords: Sovereign debt, return on investment, sovereign risk
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Individual enforcement rights in international sovereign bonds,
Sönke Häseler, from University Library of Munich, Germany (2011)
Keywords: sovereign bonds; enforcement rights; Elliott Associates; Peru; collective action clauses; fiscal agent; trustee
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Individual versus Collective Enforcement Rights in Sovereign Bonds,
Sönke Häseler, from University Library of Munich, Germany (2012)
Keywords: sovereign bonds; collective action clauses; trustees; moral hazard; deterrence; default; restructuring
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Benchmarking liquidity proxies: The case of EU sovereign bonds,
Sven Langedijk, George Monokroussos and Evangelia Papanagiotou, in International Review of Economics & Finance (2018)
Keywords: Liquidity; Market microstructure; High-frequency data; Sovereign bonds; LCR; C58; G12; G28;
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Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds,
Christina Erlwein-Sayer, in Risks (2018)
Keywords: sentiment analysis; switching correlation; sovereign bonds; ARIMAX; risk assessment
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Sovereign Green Bonds in Europe: Are They Effective in Supporting the Green Transition?,
Giuseppina Chesini, from Palgrave Macmillan (2023)
Keywords: Sovereign green bonds, Green transition, Green goals, Environment

Performance-sensitive government bonds - A new proposal for sustainable sovereign debt management,
Matthias Bank, Alexander Kupfer and Rupert Sendlhofer, from Faculty of Economics and Statistics, Universität Innsbruck (2011)
Keywords: Sovereign debt management, government bonds, incentives, EMU, debt crisis
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Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis,
Oscar Arce, Sergio Mayordomo and Juan Ignacio Peña, in Journal of International Money and Finance (2013)
Keywords: Sovereign credit default swaps; Sovereign bonds; Credit spreadss; Price discovery;
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Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis,
Oscar Arce, Sergio Mayordomo and Juan Ignacio Peña, from School of Economics and Business Administration, University of Navarra (2012)
Keywords: sovereign credit default swaps, sovereign bonds, credit spreads, price discovery
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Sovereign green bonds: a catalyst for sustainable debt market development?,
Gong Cheng, Torsten Ehlers, Frank Packer and Yanzhe Xiao, from Bank for International Settlements (2024)
Keywords: green bonds, sustainable bonds, sovereign debt, taxonomies, green verification, bond market development
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The Quest for a European Safe Asset—A Comparative Legal Analysis of Sovereign Bond-Backed Securities, E-Bonds, Purple Bonds, and Coronabonds,
Sebastian Grund, in Journal of Financial Regulation
Keywords: Economic and Monetary Union, safe assets, Sovereign Bond-Backed Securities, E-bonds, Purple Bonds, Coronabonds
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Sovereign Green Bonds: A Catalyst for Sustainable Debt Market Development?,
Gong Cheng, Torsten Ehlers, Frank Packer and Yanzhe Xiao, from International Monetary Fund (2024)
Keywords: Green bonds; sustainable bonds; sovereign debt; taxonomies; green verification; bond market development; bond issuance; corporate bond bond market; issuance increase; sustainable bond markets; Climate finance; Corporate bonds; Sovereign bonds; Securities markets; Bond yields; Global; East Asia
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International Sovereign Bonds by Emerging Markets and Developing Economies: Drivers of Issuance and Spreads,
Andrea Presbitero, Dhaneshwar Ghura, Olumuyiwa Adedeji and Lamin Njie, from International Monetary Fund (2015)
Keywords: WP;issuer;spread;yield; Sovereign bond issuance; bond spreads; developing countries; sovereign bond bond issue; sovereign bond bond market; market access; occasional issuers; market volatility; Sovereign bonds; Fiscal stance; International bonds; Yield curve; International capital markets; Global
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Issuing International Sovereign Bonds: Opportunities and Challenges for Sub-Saharan Africa,
Mauro Mecagni, Jorge Canales Kriljenko, Cheikh Gueye, Yibin Mu, Masafumi Yabara and Sebastian Weber, from International Monetary Fund (2014)
Keywords: DPPP;DP;sovereign bond;bond issue;U.S. dollar;Eurobond;Brady bond;proceeds; foreign currency; debt management; fiscal policy; sovereign bond issuance terms; Eurobond holder; sovereign bond bond issue; bullet Eurobond; debt service; characteristics of the sovereign bond instrument; standard-sized sovereign bond; bond proceeds; coupon rate; Sovereign bonds; Bonds; International bonds; Government debt management; Africa; Sub-Saharan Africa; Global
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Default and the maturity structure in sovereign bonds,
Cristina Arellano and Ananth Ramanarayanan, from Federal Reserve Bank of Minneapolis (2008)
Keywords: Bonds; Default (Finance); Debt
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How do oil prices affect emerging market sovereign bond spreads?,
Shiu-Sheng Chen, Shiangtsz Huang and Tzu-Yu Lin, in Journal of International Money and Finance (2022)
Keywords: Oil prices; Sovereign bonds;
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Sovereign Reputation and Yield Spreads: A Case Study on Retroactive Legislation,
Randl Otto and Josef Zechner, in German Economic Review (2018)
Keywords: Reputation, sovereign bonds
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Sovereign Bonds since Waterloo,
Josefin Meyer, Carmen Reinhart and Christoph Trebesch, from German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin (2019)
Keywords: sovereign debt, default, risk premiums, investor returns, interest rates, portfolio, yields, coupons, recovery
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Sovereign Bonds since Waterloo,
Josefin Meyer, Carmen Reinhart and Christoph Trebesch, from C.E.P.R. Discussion Papers (2022)
Keywords: Sovereign debt; Default; Risk premiums; Investor returns; Interest rates; Portfolio; Yields; Coupons; Recovery
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Investor sentiment and sovereign bonds,
Yulin Li, in Journal of International Money and Finance (2021)
Keywords: Sovereign bond returns; Investor sentiment; Local currency debt; Foreign currency debt; Emerging markets;
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Sovereign Bonds since Waterloo,
Josefin Meyer, Carmen Reinhart and Christoph Trebesch, from CESifo (2019)
Keywords: sovereign debt, default, risk premiums, investor returns, interest rates, portfolio, yields, coupons, recovery
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Bayesian loss given default estimation for European sovereign bonds,
Rainer Jobst, Ralf Kellner and Daniel Rösch, in International Journal of Forecasting (2020)
Keywords: Loss given default; Sovereign bonds; Bayesian estimation; Probability of default; Credit risk;
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What Factors Shape the Liquidity Levels of Euro Area Sovereign Bonds?,
Jurksas Linas, in Open Economics (2018)
Keywords: sovereign bonds, liquidity level, bond characteristics, trading features, cross-sectional regression
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On the relationship between sovereign bonds and credit default swaps in Portugal*,
Jorge Andraz, Cristina Viegas and Nélia M. Norte, in International Journal of Economic Sciences (2016)
Keywords: Credit default swaps; sovereign bonds; unit roots; regime changes; cointegration; ARDL.
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Trustees versus fiscal agents and default risk in international sovereign bonds,
Sönke Häseler, in European Journal of Law and Economics (2012)
Keywords: Trustee, Fiscal agent, Sovereign bonds, Default, Moral hazard, Collective action clauses, F34, K12, K33,
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Trustees versus Fiscal Agents and Default Risk in International Sovereign Bonds,
Sönke Häseler, from University Library of Munich, Germany (2010)
Keywords: trustee; fiscal agent; sovereign bonds; default; moral hazard; collective action clauses
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Trustees versus fiscal agents and default risk in international sovereign bonds,
Sönke Häseler, from University Library of Munich, Germany (2010)
Keywords: trustee; fiscal agent; sovereign bonds; default; moral hazard; collective action clauses
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Infrastructure finance in developing countries—the potential of sub-sovereign bonds,
Daniel Platz, from United Nations, Department of Economics and Social Affairs (2009)
Keywords: Sub-sovereign bonds, infrastructure finance, issuers, investors, financial sector, municipal finance
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Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds,
Julia Anna Bingler, from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich (2022)
Keywords: sovereign bonds yields; climate physical risks; climate transition risks; climate opportunities; LASSO dimensionality reduction
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Does gold offer a better protection against losses in sovereign debt bonds than other metals?,
Sam Agyei-Ampomah, Dimitrios Gounopoulos and Khelifa Mazouz, in Journal of Banking & Finance (2014)
Keywords: Gold; Precious metals; Industrial metals; Sovereign bonds; Hedge; Safe haven;
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New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal*,
Jorge Andraz, Nélia Norte and Cristina Oliveira, from International Institute of Social and Economic Sciences (2015)
Keywords: credit default swaps, sovereign bonds, credit risk, cointegration, price discovery
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A dominance-based rough set approach applied to evaluate the credit risk of sovereign bonds,
Julio Cezar Soares Silva, Diogo Ferreira de Lima Silva, Luciano Ferreira and Adiel Teixeira de Almeida-Filho, in 4OR (2022)
Keywords: DRSA, Credit risk, Sovereign bonds, Preference disaggregation, MCDA
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COVID-19, stock prices, exchange rates and sovereign bonds: a wavelet-based analysis for Brazil and India,
Veli Yilanci and Uğur Pata, in International Journal of Emerging Markets (2022)
Keywords: COVID-19, Exchange rates, Stock prices, Sovereign bonds, Wavelet analysis
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Collective action clauses in sovereign bonds,
Sönke Häseler, from University Library of Munich, Germany (2011)
Keywords: sovereign debt restructuring; sovereign default; collective action clauses; moral hazard
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GDP-linked bonds and sovereign default,
David Barr, Oliver Bush and Alex Pienkowski, from Bank of England (2014)
Keywords: Fiscal policy; contingent pricing; debt management; sovereign debt; sovereign default
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Default and the Term Structure in Sovereign Bonds,
Cristina Arellano and Ananth Ramanarayanan, from Society for Economic Dynamics (2006)
Keywords: Sovereign Debt, Default, Term Structure

Green Bonds: the Sovereign Issuers' Perspective,
Raffaele Doronzo, Vittorio Siracusa and Stefano Antonelli, from Bank of Italy, Directorate General for Markets and Payment System (2021)
Keywords: green bonds, public debt, debt management
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Sovereign bonds: odious debts and state succession,
Stephanie Collette, from ULB -- Universite Libre de Bruxelles (2012)
Keywords: Debts, Public; Bonds; Dettes publiques; Obligations (Valeurs); dette odieuse; state unification; Cuba; Belgique; Italie; Russie; unification de pays; éclatement de pays; state break-up; odious debt; sovereign debt; dette souveraine; Belgium; Italy; Russia
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Banks, Government Bonds, and Default: What do the Data Say?,
Nicola Gennaioli, Stefano Rossi and Martín, Alberto, from C.E.P.R. Discussion Papers (2014)
Keywords: Sovereign risk; Sovereign default; Government bonds
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Banks, government Bonds, and Default: What do the data Say?,
Nicola Gennaioli, Alberto Martin and Stefano Rossi, in Journal of Monetary Economics (2018)
Keywords: Sovereign Risk; Sovereign Default; Government Bonds;
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Banks, government bonds, and default: what do the data say?,
Nicola Gennaioli, Alberto Martin and Stefano Rossi, from Department of Economics and Business, Universitat Pompeu Fabra (2017)
Keywords: Sovereign Risk, Sovereign Default, Government Bonds
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Banks, Government Bonds, and Default: what do the Data Say?,
Nicola Gennaioli, Alberto Martin and Stefano Rossi, from Barcelona School of Economics (2016)
Keywords: sovereign risk, sovereign default, Government bonds
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The dynamic relationship between the sovereign CDS market and the Eurozone sovereign bond market (classified by maturity): Contagion or Spillovers?,
Souhir Amri Amamou and Slaheddine Hellara, from University Library of Munich, Germany (2021)
Keywords: Sovereign CDS, sovereign bonds, contagion, spillover effects
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Flight Patterns and Yields of European Government Bonds,
Gregor von Schweinitz, from Halle Institute for Economic Research (IWH) (2013)
Keywords: sovereign bonds, sovereign risk premiums, sovereign debt crisis, semiparametric regression
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Default and the maturity structure in sovereign bonds,
Cristina Arellano and Ananth Ramanarayanan, from Federal Reserve Bank of Dallas (2008)
Keywords: Bonds; Debt; Default (Finance); Emerging markets; International finance
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One Asset, Two Prices: The case of the Tsarist Repudiated Bonds,
Kim Oosterlinck and Ariane Szafarz, from University Library of Munich, Germany (2004)
Keywords: bonds, repudiation, sovereign debt, Russia
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One asset, two prices: the case of the Tsarist repudiated bonds,
Kim Oosterlinck and Ariane Szafarz, from ULB -- Universite Libre de Bruxelles (2004)
Keywords: Bonds; repudiation; sovereign debt; Russia.
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Alternatives in the Design of Sovereign Green Bonds,
Daniel C. L. Hardy, from The Vienna Institute for International Economic Studies, wiiw (2022)
Keywords: green bond; sustainable finance; sovereign debt; fiscal transparency
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Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?,
Rainer Frey and Mark Andreas Weth, from Verein für Socialpolitik / German Economic Association (2019)
Keywords: German banks, periphery, sovereign bonds, yield seeking, moral suasion, capital adequacy, expansive monetary policy, home bias, sovereign-bank nexus
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Climate Risk Assessment of the Sovereign Bond Portfolio of European Insurers,
Stefano Battiston, Petr Jakubík, Irene Monasterolo, Keywan Riahi and Bas van Ruijven, from EIOPA, Risks and Financial Stability Department (2019)
Keywords: insurance, climate risk, sovereign bonds
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This Changes Everything: Climate Shocks and Sovereign Bonds,
Serhan Cevik and Joao Jalles, from International Monetary Fund (2020)
Keywords: WP; bond yield; government bond yield; system GMM identification assumption; government bond bond yield; GMM estimation; estimation methodology; system GMM approach; system GMM estimator; Climate change; Yield curve; Sovereign bonds; Bond yields; Global; South Asia; vulnerability; resilience; government bond yields; spreads
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EU Government Bonds and Banks: Home Bias Pervasive throughout Member States but Capital Requirements Differ Greatly,
Dominik Meyland and Dorothea Schäfer, in DIW Weekly Report (2018)
Keywords: Bank capital regulation, sovereign bonds
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The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets,
Hei Wai Lee, Yan Alice Xie and Jot Yau, in International Review of Economics & Finance (2011)
Keywords: Sovereign risk Duration Sovereign yield spreads Asian sovereign bonds
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Long-duration bonds and sovereign defaults,
Juan Hatchondo and Leonardo Martinez, in Journal of International Economics (2009)
Keywords: Sovereign default Endogenous borrowing constraints Bond duration Debt dilution Markov Perfect equilibrium
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GDP-linked Bonds and Sovereign Default,
David Barr, Oliver Bush and Alex Pienkowski, from Palgrave Macmillan (2014)
Keywords: Interest Rate, Total Factor Productivity, Relative Risk Aversion, Credit Spread, Sovereign Debt

Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market,
Ioannis Pragidis, G.P. Aielli, Dionysios Chionis and P. Schizas, in Journal of Financial Stability (2015)
Keywords: Greek debt crisis; European sovereign bonds; Contagion; EGARCH; CDCC; Dynamic correlation;
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Do Sovereign Catastrophe Bonds Improve Fiscal Resilience? An Application of Synthetic Control Method to Mexico,
Raluca Maran, in Economics of Disasters and Climate Change (2023)
Keywords: CAT bond payouts, Disaster risk finance, Natural disaster events, Sovereign CAT bonds, Synthetic control methods
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The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds,
Irene Monasterolo and Marco Raberto, in Ecological Economics (2018)
Keywords: Flow-of-funds; Stock-flow consistency; Green fiscal policies; Green sovereign bonds; Endogenous money; Distributive effects;
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Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia,
Minxia Chen, Joseph Cherian, Ziyun Li, Yuping Shao and Marti G. Subrahmanyam, in Critical Finance Review (2022)
Keywords: Clientele effect, Liquidity, Credit risk, Sovereign Sukuk, Islamic sovereign bond, Conventional sovereign bond, Ramadan, Sovereign repo market
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Inelastic Demand Meets Optimal Supply of Risky Sovereign Bonds,
Matías Moretti, Lorenzo Pandolfi, German Villegas Bauer, Sergio Schmukler and Tomas Williams, from International Monetary Fund (2024)
Keywords: inelastic financial markets; institutional investors; international capital markets; sovereign debt; IMF working paper research Department; debt issuance; price reaction; convenience yield; default cost parameter; long-term debt; U.S. dollar; bond payoff; investor demand; bond characteristics-month; inelastic investor; bond price change; unit price; price movement; Bonds; Asset prices; Demand elasticity; Debt default; Sovereign bonds; Global
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Sovereign illiquidity and recessions,
Violeta A. Gutkowski, in Journal of Economic Dynamics and Control (2021)
Keywords: Liquidity; Crisis; Financial frictions; Sovereign bonds;
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Sovereign bonds, coskewness, and monetary policy regimes,
Yulin Li, John K. Wald and Zijun Wang, in Journal of Financial Stability (2020)
Keywords: Coskewness; Sovereign bond returns; Monetary policy regime; Sovereign interest rates;
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Non-defaultable debt and sovereign risk,
Juan Hatchondo, Leonardo Martinez and Yasin Onder, in Journal of International Economics (2017)
Keywords: Sovereign default; Sovereign debt; Eurobonds; Red bonds; Blue bonds; Buyback; Voluntary debt exchange; Common euro-area sovereign bonds;
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What are the driving factors behind the rise of spreads and CDS of euro-area sovereign bonds? A FAVAR model for Greece and Ireland,
Nicholas Apergis and Emmanuel Mamatzakis, in International Journal of Economics and Business Research (2014)
Keywords: sovereign debt crisis; spreads; credit default swap; CDS; FAVAR model; Greece; Ireland; Euro Zone; sovereign bonds; factor augmenting vector autoregressive; market liquidity; credit risk.
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Policies for Improving Sovereign Debt Restructurings,
Kushal Patel and Horacio Sapriza, in Richmond Fed Economic Brief (2023)
Keywords: Sovereign debt; sovereign bonds; GDP-indexed Debt; international credit markets
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Liquidity commonality in sovereign bond markets,
Thomas Julian Richter, in International Review of Economics & Finance (2022)
Keywords: Liquidity; Commonality; Flight-to-safety; Sovereign bonds;
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Sovereign debt and systemic risk in the eurozone,
Alexandra Popescu and Camelia Romocea Turcu, in Economic Modelling (2017)
Keywords: Eurozone; Debt crisis; Sovereign bonds; Systemic risk;
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Sovereign debt and systemic risk in the eurozone,
Alexandra Popescu and Camelia Romocea Turcu, from HAL (2017)
Keywords: Eurozone,Debt crisis,Sovereign bonds,Systemic risk

Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone,
Silvo Dajcman, in Panoeconomicus (2013)
Keywords: Asymmetric correlation, Sovereign bonds, Eurozone, Financial crisis
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Systemic Sovereign Risk in Europe: an MES and CES Approach,
Alexandra Popescu and Camelia Romocea Turcu, in Revue d'économie politique (2014)
Keywords: Systemic risk, sovereign bonds, debt crisis
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Sovereign risk premiums in the European government bond market,
Kerstin Bernoth, Juergen von Hagen and Ludger Schuknecht, in Journal of International Money and Finance (2012)
Keywords: Sovereign bonds; Fiscal policy; EMU; Financial crisis;
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MONETARY POLICY IN THE CONTEXT OF THE EUROPEAN SOVEREIGN DEBTS,
Adina Criste, in Studii Financiare (Financial Studies) (2012)
Keywords: price stability, monetary transmission mechanism, sovereign bonds
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An analysis of liquidity skewness for European sovereign bond markets,
Wei Yan, Philip Hamill, Youwei Li, Samuel A. Vigne and James Waterworth, in Finance Research Letters (2018)
Keywords: Liquidity; Skewness; Bid-ask spread; Sovereign bonds;
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Liquidity, Government Bonds and Sovereign Debt Crises,
Francesco Molteni, from CEPII research center (2015)
Keywords: repo;haircuts;government bonds;liquidity shock;quantitative easing
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Rating Government Bonds: Can We Raise Our Grade?,
Marc Joffe, in Econ Journal Watch (2012)
Keywords: Sovereign, municipal, debt, bonds, credit ratings
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Sovereign Debt,
Mauricio Drelichman, from Springer (2024)
Keywords: Sovereign debt, Sustainability, Reputation, Sanctions, Default, Bonds, Loans

Individual Enforcement Rights in International Sovereign Bonds,
Sönke Häseler, from University Library of Munich, Germany (2008)
Keywords: sovereign debt; collective action clauses; fiscal agency agreements; trustees
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