Add to ORKGGovernment debt has increased sharply in most developed countries in the wake of the financial crisis. The increased debt burden comes on top of an expected surge in debt due to demographics. Sharpened by the European peripheral debt crisis, this has led to increased focus on the risk associated with investing in government debt. This section reviews measures of this risk and discusses possible implications for investment returns
For decades, scholars, investors and policymakers treated sovereign default risk as a defining featu...
Banks in the euro area typically hold a large amount of government debt in their bond portfolios, wh...
This paper studies the transmission of a sovereign debt crisis in which a shift in default risk gene...
This note was part of the NBIM memo ‘On fixed-income investments’ (March 2011).Government debt has i...
Sovereign debt, also called public debt or government debt, refers to debt incurred by governments. ...
Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility...
Increases in government debt are associated with a reduction in the yield spread between high-grade ...
The echoes of Eurozone debt crisis brought into question the sovereign risk of advanced economies. U...
Recent experience taught us that advanced economies can be subject to debt crises, with tremendous i...
In recent years, due in part to the sovereign debt crisis, the public (and scientific) interest towa...
This Research Insight examines the impact of the unfolding European sovereign debt crisis, focusing ...
This paper investigates the interaction of market views on the sustainability of sovereign debt and ...
Recent years have seen profound changes in country risk and its components, in the context of crises...
This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone cris...
The financial crisis and economic recession, and policymakers' responses to these events, have raise...
For decades, scholars, investors and policymakers treated sovereign default risk as a defining featu...
Banks in the euro area typically hold a large amount of government debt in their bond portfolios, wh...
This paper studies the transmission of a sovereign debt crisis in which a shift in default risk gene...
This note was part of the NBIM memo ‘On fixed-income investments’ (March 2011).Government debt has i...
Sovereign debt, also called public debt or government debt, refers to debt incurred by governments. ...
Over the past year, euro area sovereign spreads have exhibited an unprecedented degree of volatility...
Increases in government debt are associated with a reduction in the yield spread between high-grade ...
The echoes of Eurozone debt crisis brought into question the sovereign risk of advanced economies. U...
Recent experience taught us that advanced economies can be subject to debt crises, with tremendous i...
In recent years, due in part to the sovereign debt crisis, the public (and scientific) interest towa...
This Research Insight examines the impact of the unfolding European sovereign debt crisis, focusing ...
This paper investigates the interaction of market views on the sustainability of sovereign debt and ...
Recent years have seen profound changes in country risk and its components, in the context of crises...
This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone cris...
The financial crisis and economic recession, and policymakers' responses to these events, have raise...
For decades, scholars, investors and policymakers treated sovereign default risk as a defining featu...
Banks in the euro area typically hold a large amount of government debt in their bond portfolios, wh...
This paper studies the transmission of a sovereign debt crisis in which a shift in default risk gene...