This page is older archived content from an older version of the Emerald Publishing website.

As such, it may not display exactly as originally intended.

Special Issue on "Sovereign Credit Risk"

Special issue call for papers from Journal of Risk Finance

Guest Editors:
Prof. Dr. J.-Matthias Graf von der Schulenburg, Center for Risk and Insurance, Germany
Mr Christoph Wegener, Center for Risk and Insurance, Germany

The Greek default on the government debt issued by the country clearly has shown that today sovereign credit risk also is of high relevance for investors in bonds sold by industrialized countries. The current ECB/EBA stress test, for example, is a clear indication that sovereign credit risk currently has to be regarded as one of the most important topics for the financial services industry in Europe. There are numerous facets that are of relevance. Risk management issues, for example, are very important from an applied perspective. Theoretical problems that do matter in this context do include the problems originating from the complex interaction between sovereign credit risk, redenomination risk and liquidity risk. Sovereign credit risk also could matter for monetary policymakers. Moreover, the insurance industry has to cope with the problem that government bonds today are not free of credit risk anymore.

High quality original research papers are invited for this special issue, organised in the Journal of Risk Finance, which aims to present theoretical, applied and empirical contributions.

Suitable topics include, but are not limited to the following:
* Strategies and methodologies for measuring sovereign credit risk
* Analysis of the interaction of sovereign credit risk, redenomination risk and liquidity risk
* Risk management issues
* Theoretical models of sovereign credit risk
* Contagion and sovereign credit risk
* Applied policy evaluation
* Statistical analysis
* Sovereign credit risk in currency unions
* Debt sustainability
* Monetary policy issues and sovereign credit risk
* Topics related to data sources
* Historical research
* Sovereign credit risk and insurers
 
Authors should read the author guidelines located here and submit their papers online to the special issue “Sovereign Credit Risk” at: http://mc.manuscriptcentral.com/jrf.  Submitted papers should not have been previously published nor be currently under consideration for publication elsewhere. All papers are refereed through a peer review process. The deadline for submissions is: 01 February 2017.  

For any queries, please contact the corresponding guest editor, Christoph Wegener, Center for Risk and Insurance, [email protected]