Internet Appendix for 'Exodus from Sovereign Risk: Global Asset and Information Networks in the Pricing of Corporate Credit Risk'
61 Pages Posted: 28 Jul 2015
Date Written: July 16, 2015
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.
The paper to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2635545
Keywords: International CDS markets, corporate credit risk, sovereign risk, country 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