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Publications by Francisco A. Alcaraz Garcia

Term Structure of Sovereign Spreads: A Contingent Claim Model

Revista Brasileira de Economia

English

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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads

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Analysis of Emerging Markets Sovereign Credit Spreads

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Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

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Contingent-Claim-Based Expected Stock Returns

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On Forecasting the Term Structure of Credit Spreads

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Income Inequality, Tax Base and Sovereign Spreads

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The Greek Financial Crisis: Growing Imbalances and Sovereign Spreads

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