About: Sovereign risk - How can we measure it?

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Sovereign risk - How can we measure it? Goto Sponge Distinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis that started in early 2010. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main aim of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium. This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis that started in early 2010. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main aim of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium. (en)
Title	Sovereign risk - How can we measure it? Sovereign risk - How can we measure it? (en)
skos:prefLabel	Sovereign risk - How can we measure it? Sovereign risk - How can we measure it? (en)
skos:notation	RIV/00216208:11230/11:10100209!RIV12-GA0-11230___
http://linked.open...avai/predkladatel	Fakulta sociálních věd
http://linked.open...avai/riv/aktivita	I P S Z
http://linked.open...avai/riv/aktivity	I, P(GAP403/10/1235), P(GPP403/10/P278), S, Z(MSM0021620841)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Teplý, Petr Pokorná, Kristýna
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	231126
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/11:10100209
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Sovereign Risk; Credit Spread; Credit Risk; Credit Default Swap; Cointegration (en)
http://linked.open.../riv/klicoveSlovo	Credit Default Swap Credit Risk Credit Spread Sovereign Risk Cointegration
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[34190F9A5C0A]
http://linked.open...i/riv/nazevZdroje	Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration.
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Institutional Responses to Financial Market Failures The Implications of The Global Crisis on Economic Capital Management of Financial Institutions
http://linked.open...UplatneniVysledku	2011
http://linked.open...v/svazekPeriodika	19
http://linked.open...iv/tvurceVysledku	Teplý, Petr Černohorský, Jan Pokorná, Kristýna
http://linked.open...n/vavai/riv/zamer	Development of the Czech Society in the EU: challenges and risks
issn	1211-555X
number of pages	11 (xsd:int)
http://localhost/t...ganizacniJednotka	11230
is http://linked.open...avai/riv/vysledek of	Sovereign risk - How can we measure it? Sovereign risk - How can we measure it?

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software