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
Date Written: September 5, 2014
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: Suggested Citation