2 papers
stat.ML2026
Geopolitics, Geoeconomics, and Sovereign Risk: Different Shocks, Different Channels
Alvaro Ortiz, Tomasa Rodrigo, Pablo Saborido
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…
q-fin.ST2025
What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?
Alvaro Ortiz, Tomasa Rodrigo, David Sarasa +1
Using a panel data local projections model and controlling for firm characteristics, procurement bid attributes, and macroeconomic conditions, the study estimates the dynamic effec…