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Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan.
In: Economics Letters.
RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496.

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  1. Economic policy uncertainty and municipal corporate bonds credit spreads: Evidence from China. (2024). Qiu, Liping ; Cheng, Tingting ; Yang, Gang ; Lv, Wenya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011991.

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References

References cited by this document

  1. Andreasen, E. ; Valenzuela, P. Capital controls and the cost of debt. 2019 IMF Econ. Rev.. 67 288-314

  2. Andreasen, E. ; Valenzuela, P. Financial openness, domestic financial development and credit ratings. 2016 Financ. Res. Lett.. 16 11-18

  3. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636

  4. Balcilar, M. ; Usman, O. ; Gungor, H. ; Roubaud, D. ; Wohar, M.E. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets. 2021 Econ. Model.. 102 -

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  9. Kaviani, M.S. ; Kryzanowski, L. ; Maleki, H. ; Savor, P. Policy uncertainty and corporate credit spreads. 2020 J. Financ. Econ.. 138 838-865
    Paper not yet in RePEc: Add citation now
  10. La Porta, R. ; Lopez-de-Silanes, F. ; Shleifer, A. ; Vishny, R.W. Law and finance. 1998 J. Political Econ.. 106 1113-1155
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  11. Liu, J. ; Zhong, R. Political uncertainty and a firm's credit risk: evidence from the international CDS market. 2017 J. Financ. Stab.. 30 53-66

  12. Longstaff, F.A. ; Pan, J. ; Pedersen, L.H. ; Singleton, K.J. How sovereign is sovereign credit risk?. 2011 Am. Econ. J. Macroecon.. 3 75-103

  13. Pan, W.F. ; Wang, X. ; Xiao, Y. ; Xu, W. ; Zhang, J. The effect of economic and political uncertainty on sovereign CDS spreads. 2024 Int. Rev. Econ. Financ.. 89 143-155

  14. Valenzuela, P. Rollover risk and credit spreads: evidence from international corporate bonds. 2016 Rev. Financ.. 20 631-661

  15. Wang, X. ; Xu, W. ; Zhong, Z. Economic policy uncertainty, CDS spreads, and CDS liquidity provision. 2019 J. Futures Mark.. 39 461-480

  16. Wisniewski, T.P. ; Lambe, B.J. Does economic policy uncertainty drive CDS spreads?. 2015 Int. Rev. Financ. Anal.. 42 447-458

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  3. Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan.
    In: Economics Letters.
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