Sovereign Risk

Presenter: Álvaro Ortiz Affiliation: BBVA Research and CRIW (NBER). VIMM Lab Seminar Date: May 26, 2026. Time: 15:00 Israel Time. Paper: Data. Data: Big Data BBVA Research. Abstract: Geopolitical and geoeconomic shocks reprice sovereign credit risk through different transmission channels. Using a daily panel of 42 advanced and emerging economies over 2018–2025, we show that … Read more