Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Katia Rocha

Term Structure of Sovereign Spreads: A Contingent Claim Model

Revista Brasileira de Economia

English

Related publications

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

SSRN Electronic Journal

English

Analysis of Emerging Markets Sovereign Credit Spreads

SSRN Electronic Journal

English

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

Journal of International Money and Finance

English

Contingent-Claim-Based Expected Stock Returns

SSRN Electronic Journal

English

On Forecasting the Term Structure of Credit Spreads

Working paper (Federal Reserve Bank of Cleveland)

English

Income Inequality, Tax Base and Sovereign Spreads

English

Income Inequality, Tax Base and Sovereign Spreads

English

The Greek Financial Crisis: Growing Imbalances and Sovereign Spreads

Journal of International Money and Finance

English

Disclosure, Banks CDS Spreads and the European Sovereign Crisis

SSRN Electronic Journal

English