Listar Artículos de revista INARBE - INARBE aldizkari artikuluak por autor "Ballester Miquel, Laura"

Do sovereign ratings cause instability in cross-border emerging CDS markets?

Ballester Miquel, Laura; González Urteaga, Ana

(Elsevier, 2021) Artículo / Artikulua

We analyse the cross-border transmission effect of credit ratings on sovereign CDSs covering a broad sample of emerging countries during the period 2004 to 2015. This study differentiates between the spillover and competition ...

The nexus between sovereign CDS and stock market volatility: new evidence

Ballester Miquel, Laura; Escrivá, Ana Mónica; González Urteaga, Ana

(MDPI, 2021) Artículo / Artikulua

This paper extends the studies published to date by performing an analysis of the causal relationships between sovereign CDS spreads and the estimated conditional volatility of stock indices. This estimation is performed ...

The role of internal corporate governance mechanisms on default risk: a systematic review for different institutional settings

Ballester Miquel, Laura; González Urteaga, Ana

; Martínez García, Beatriz

(Elsevier, 2020) Artículo / Artikulua

Recent financial downturns, characterized by the significant failures of firms, have revealed the need to control credit risk. Latest literature has shown that weak corporate governance structures are related to high levels ...

A systematic review of sovereign connectedness on emerging economies

Ballester Miquel, Laura; Díaz Mendoza, Ana Carmen; González Urteaga, Ana

(Elsevier, 2019) Artículo / Artikulua

This article systematically reviews the academic literature on emerging market contagion in order to summarize what we have learnt about the transmission channels existing in these countries. Given the large body of academic ...