Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'

61 Pages Posted: 2 Nov 2015 Last revised: 3 Nov 2015

See all articles by Jongsub Lee

Jongsub Lee

University of Florida - Warrington College of Business Administration

Andy Naranjo

University of Florida - Warrington College of Business Administration

Stace Sirmans

Auburn University

Multiple version iconThere are 2 versions of this paper

Date Written: September 5, 2014

Abstract

This Internet Appendix provides supplementary results to the main analyses in "Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk" by Lee, Naranjo, and Sirmans (2014).

The paper to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2492204

Keywords: International CDS markets, corporate credit risk, sovereign risk, multinational corporations, asset geographic location, cross-listing, property rights, creditor rights, disclosure requirements, sovereign ceiling violations

JEL Classification: F23, F34, F36, G01, G15, K40

Suggested Citation

Lee, Jongsub and Naranjo, Andy and Sirmans, Stace, Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk' (September 5, 2014). Available at SSRN: https://ssrn.com/abstract=2492206 or http://dx.doi.org/10.2139/ssrn.2492206

Jongsub Lee (Contact Author)

University of Florida - Warrington College of Business Administration ( email )

Department of Finance Insurance & Real Estate
P.O. Box 117168
Gainesville, FL 32611-7168
United States
352-273-4966 (Phone)
352-392-0301 (Fax)

Andy Naranjo

University of Florida - Warrington College of Business Administration ( email )

P.O. Box 117168
Gainesville, FL 32611-7168
United States
352-392-3781 (Phone)

Stace Sirmans

Auburn University ( email )

Auburn, AL 36849
United States

HOME PAGE: http://www.stacesirmans.com

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