Sovereign Risk, Fiscal Sustainability, External Sustainability, CDS, CDS spreads
current account, energy inflation, headline inflation, core inflation, panel data, VAR, subprime crisis, inflation dynamics, monetary policy
Current Account, Energy Inflation, Headline Inflation, Core Inflation, Panel Data, VAR, Subprime Crisis, Inflation Dynamics, Monetary Policy
stock returns, sovereign bond returns, stock-bond relationship, cross-quantilogram, volatility transmission, US, Germany, monetary policy shocks, fiscal stance
exports, imports, Gini index, Herfindahl-Hirschman index, determinants of concentration