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Publications by Alexandre Jeanneret

Sovereign Default Risk and the US Equity Market

SSRN Electronic Journal

English

Related publications

Sovereign Default in the US

Working paper (Federal Reserve Bank of Cleveland)

English

Debt Dilution and Sovereign Default Risk

IMF Working Papers

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News, Country Risk, and Sovereign Default

English

Market Frictions and the Pricing of Sovereign Credit Default Swaps

Journal of International Money and Finance

English

Model-Based Estimation of Sovereign Default Risk

SSRN Electronic Journal

English

Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence From the Credit Default Swap Market

Journal of Fixed Income

English

Exchange Rate Policy Under Sovereign Default Risk

Economics Letters

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News and Sovereign Default Risk in Small Open Economies

International Finance Discussion Paper

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Optimal Sovereign Default

American Economic Journal: Macroeconomics

English