Issues

Special Issue: Sovereign Credit Risk. Guest Editors: J. Matthias Graf von der Schulenburg, Christoph Wegener

The impact of sovereign rating events on bank stock returns: An empirical analysis for the Eurozone

Haoshen Hu
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Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan

Abdul Rashid; Farooq Ahmad; Ammara Yasmin
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Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle

Naama Trad; Houssem Rachdi; Abdelaziz Hakimi; Khaled Guesmi
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Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe

Ikrame Ben Slimane; Makram Bellalah; Hatem Rjiba
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Interest rate convergence, sovereign credit risk and the European debt crisis: a survey

Mario Gruppe; Tobias Basse; Meik Friedrich; Carsten Lange
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Interest rate, liquidity, and sovereign risk: derivative-based VaR

Mariya Gubareva; Maria Rosa Borges
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Asset liability management and the euro crisis: Sovereign credit risk as a challenge for the German life insurance industry

Miguel Rodriguez Gonzalez; Frederik Kunze; Christoph Schwarzbach; Christoph Dieng
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