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

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: July 16, 2015

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.

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

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' (July 16, 2015). Journal of Finance, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2635548

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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