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Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
In: Applied Financial Economics.
RePEc:taf:apfiec:v:24:y:2014:i:22:p:1465-1477.

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  9. Longstaff, Francis A ; Pan, Jun ; Pedersen, Lasse H ; Singleton, Kenneth J. (2011). How Sovereign Is Sovereign Credit Risk?. In: American Economic Journal: Macroeconomics, 3 2 pp. 75-103.

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  12. Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi ; Anderson, Bing. (2009). The effects of default and call risk on bond duration. In: Journal of Banking & Finance, 33 9 pp. 1700-1708.

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