In this study, we investigate the dynamic connectedness between the volatility of Northeast
Asia, namely South Korea, Japan, China, and the United States (US). Specifically, we …

This article systematically reviews the academic literature on emerging market contagion in
order to summarize what we have learnt about the transmission channels existing in these …

We study the dynamic spillover of crude oil prices and volatilities on sovereign risk premia of
ten oil-exporting countries. Among the determining variables, we include a set of local and …

The objective of this paper is twofold. First, it aims to investigate the nexus between
sovereign CDS spreads and its drivers, including behavioral drivers, during the different …

Sticky cost behavior and its implication on accounting conservatism: a cross-country study |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

China's climb to a trading powerhouse has changed its position in the world and therefore its
relationships with other economies. As a result, its sovereign credit risk, which we measure …

We compare parametric and machine learning techniques (namely: Neural Networks) for in–
sample modeling of the yield curve of the BRICS countries (Brazil, Russia, India, China …

The use of public debt is not new in financing developmental objectives. A significant
challenge arose when it became obvious that the indebted countries could not fulfill its …

Kredi temerrüt takasları (CDS), kredi riskinin borç veren tarafından daha düşük bir maliyetle
karşılanmasını sağlamaktadır. Yüksek CDS primleri beraberinde yüksek borçlanma …

Dynamic conditional correlation, principal components analysis, and impulse response
function analysis are employed to examine the interdependence of sovereign credit default …