Geographical diversification and risk throughout the credit default swap market

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Autore principale: Abel Torres García-Heras
Natura: Artículo científico
Lingua:en
Pubblicazione: Portal Universia S.A. 2011
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author Abel Torres García-Heras
author_facet Abel Torres García-Heras
contents Geographical diversification and risk throughout the credit default swap market Abel Torres García-Heras Economía y Finanzas risk rating Default sovereign corporation This paper aims to show an empiric vision about risk perception in global financial markets. The analysis of the risk is based on the credit default swaps evolution from sovereign bonds and corporate bonds during the last five years. Also, there are differences between some agents in the market, since there are new situations. The most important is that Latin-American countries have lower risk than some European countries. As well, companies highly geographical diversified have lower levels of risk than national sovereign bond. 2011 artículo científico 1988-7116 https://www.redalyc.org/articulo.oa?id=511851327003 en http://www.redalyc.org/revista.oa?id=5118 Journal of Globalization, Competitiveness & Governability / Revista de Globalización, Competitividad y Gobernabilidad / Revista de Globalização, Competitividade e Governabilidade application/pdf Portal Universia S.A. Journal of Globalization, Competitiveness & Governability / Revista de Globalización, Competitividad y Gobernabilidad / Revista de Globalização, Competitividade e Governabilidade (España) Num.2 Vol.5
format Artículo científico
id redalyc_511851327003
institution Redalyc
language en
publishDate 2011
publisher Portal Universia S.A.
spellingShingle Geographical diversification and risk throughout the credit default swap market
Abel Torres García-Heras
Economía y Finanzas
risk
rating
Default
sovereign
corporation
Geographical diversification and risk throughout the credit default swap market Abel Torres García-Heras Economía y Finanzas risk rating Default sovereign corporation This paper aims to show an empiric vision about risk perception in global financial markets. The analysis of the risk is based on the credit default swaps evolution from sovereign bonds and corporate bonds during the last five years. Also, there are differences between some agents in the market, since there are new situations. The most important is that Latin-American countries have lower risk than some European countries. As well, companies highly geographical diversified have lower levels of risk than national sovereign bond. 2011 artículo científico 1988-7116 https://www.redalyc.org/articulo.oa?id=511851327003 en http://www.redalyc.org/revista.oa?id=5118 Journal of Globalization, Competitiveness & Governability / Revista de Globalización, Competitividad y Gobernabilidad / Revista de Globalização, Competitividade e Governabilidade application/pdf Portal Universia S.A. Journal of Globalization, Competitiveness & Governability / Revista de Globalización, Competitividad y Gobernabilidad / Revista de Globalização, Competitividade e Governabilidade (España) Num.2 Vol.5
title Geographical diversification and risk throughout the credit default swap market
topic Economía y Finanzas
risk
rating
Default
sovereign
corporation
url https://www.redalyc.org/articulo.oa?id=511851327003