Sovereign Risk

• Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  Duffie D.; Pedersen L.H.; Singleton K.J.
  The Journal of Finance, February 2003, vol. 58, no. 1, pp. 119-159(0)
• Sovereign Risk in Global Equity Markets (pdf) by ravi bansal
• Optimal borrowing policies and sovergin risk:
• Emerging Markets Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?
• A New Approach to Sovereign Risk
• IS THERE A PREMIUM FOR NON-BETA SOVEREIGN RISK IN INTERNATIONAL EQUITIE S ?
• A Fiscal Theory of Sovereign Risk
• A Pricing Model for Sovereign Bond
• Global Market's Response to and the Determinants of Sovereign Credit Ratings
• The Term Structure of Country Risk and Valuation in Emerging Markets
• Country risk, country risk indices, and valuation of FDI: A real options approach