In the wake of the globalization of financial markets, studying spillovers among different
asset markets, especially spillovers that include sovereign CDS markets, is of vital …

This research utilizes an event study to analyze the contagion patterns of sovereign credit
ratings among global stock markets. Unlike other extant literature with limited samples, this …

Sovereign credit ratings, extensively studied for their influence on macroeconomics and
country risk, have been less explored in the context of their impact on individual firms. This …

The empirical literature regarding financial institution interconnectedness and potential
systemic risk has burgeoned in the last decade. Broad conclusions from this research …

For the euro debt crisis, we assess the relevance of financial contagion from an investor
perspective. We find that contagion, which we identify through the joint occurrence of …

Today, special importance is attached to the need to systematically analyze the level of
socio-economic and political-legal development of the country, to ensure that the …

The global financial crisis of 2007-2009 has prompted economists, academicians, and
scholars to study the cause, effects, and impacts of such a far-reaching catastrophe. The …

This paper examines spillover among sovereign CDS, stock market and commodity market
as single system by measuring the spillover index based on generalized Vector …

This article investigates the relationship between informed trading activity and CDS spreads;
contrary to prior research, the results show that level of information-based trading of stocks …

his study examines the relationship between the Sovereign Credit Default Swap (SCDS)
market and Karachi Stock Exchange (KSE). Previous literature in this lieu rarely handles the …