THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION
Financial instability causes imbalances also externally, in terms of sovereign risk, a fact caught in the countries of the European Union. The paper aims to capture the positive elasticity of the sovereign risk premium to the macrostability deterioration, structural balance proving to be the most...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Academica Brâncuşi
2021-06-01
|
| Series: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Subjects: | |
| Online Access: | https://www.utgjiu.ro/revista/ec/pdf/2021-03/06_Strachinaru.pdf |
| _version_ | 1798029944536694784 |
|---|---|
| author | STRĂCHINARU ADINA-IONELA |
| author_facet | STRĂCHINARU ADINA-IONELA |
| author_sort | STRĂCHINARU ADINA-IONELA |
| collection | DOAJ |
| description | Financial instability causes imbalances also externally, in terms of sovereign risk, a fact caught in the
countries of the European Union. The paper aims to capture the positive elasticity of the sovereign risk premium to the
macrostability deterioration, structural balance proving to be the most significant factor for the period 2005-2019. |
| first_indexed | 2024-04-11T19:33:18Z |
| format | Article |
| id | doaj.art-b0036ad5ee7c44d19f245d37b5ff5c08 |
| institution | Directory Open Access Journal |
| issn | 1844-7007 |
| language | English |
| last_indexed | 2024-04-11T19:33:18Z |
| publishDate | 2021-06-01 |
| publisher | Academica Brâncuşi |
| record_format | Article |
| series | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| spelling | doaj.art-b0036ad5ee7c44d19f245d37b5ff5c082022-12-22T04:06:57ZengAcademica BrâncuşiAnalele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie1844-70072021-06-0136671THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATIONSTRĂCHINARU ADINA-IONELA0BUCHAREST UNIVERSITY OF ECONOMIC STUDIESFinancial instability causes imbalances also externally, in terms of sovereign risk, a fact caught in the countries of the European Union. The paper aims to capture the positive elasticity of the sovereign risk premium to the macrostability deterioration, structural balance proving to be the most significant factor for the period 2005-2019.https://www.utgjiu.ro/revista/ec/pdf/2021-03/06_Strachinaru.pdfcboe volatility indexcds 5ystructural deficit |
| spellingShingle | STRĂCHINARU ADINA-IONELA THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie cboe volatility index cds 5y structural deficit |
| title | THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION |
| title_full | THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION |
| title_fullStr | THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION |
| title_full_unstemmed | THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION |
| title_short | THE SOVEREIGN RISK PREMIUM DYNAMICS IN THE CONTEXT OF MACROECONOMIC DETERIORATION |
| title_sort | sovereign risk premium dynamics in the context of macroeconomic deterioration |
| topic | cboe volatility index cds 5y structural deficit |
| url | https://www.utgjiu.ro/revista/ec/pdf/2021-03/06_Strachinaru.pdf |
| work_keys_str_mv | AT strachinaruadinaionela thesovereignriskpremiumdynamicsinthecontextofmacroeconomicdeterioration AT strachinaruadinaionela sovereignriskpremiumdynamicsinthecontextofmacroeconomicdeterioration |