Details about Manish Kumar Singh

Access statistics for papers by Manish Kumar Singh.

Last updated 2022-06-29. Update your information in the RePEc Author Service.

Short-id: psi959

Working Papers

2022

1. Fifty years since Altman (1968): Performance of financial distress prediction models
   Working Papers, xKDR

2019

2. Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics

2018

3. Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)
4. The robustness of the sovereign-bank interconnection: Evidence from contingent claims analysis
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)

2016

5. Is the supply of long-term debt independent of the term premia? Evidence from Portugal
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

2015

6. Bank risk behavior and connectedness in EMU countries
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (12)
   See also Journal Article in Journal of International Money and Finance (2015)
7. Sovereigns and banks in the euro area: A tale of two crises
   Working Papers, Asociación Española de Economía y Finanzas Internacionales View citations (7)
   Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2015) View citations (3)

2014

8. Forward Looking Banking Stress in EMU Countries
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in Working Papers, Asociación Española de Economía y Finanzas Internacionales (2014) View citations (2)
9. User right as a mezzanine capital investment: Innovations in infrastructure debt financing
   Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India

2012

10. Do changes in distance-to-default anticipate changes in the credit rating?
    Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India View citations (7)

Journal Articles

2021

1. Quantifying sovereign risk in the euro area
   Economic Modelling, 2021, 95, (C), 76-96 View citations (1)

2020

2. Bank-sovereign risk spillovers in the Euro Area
   Applied Economics Letters, 2020, 27, (8), 642-646 View citations (3)

2019

3. The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
   The North American Journal of Economics and Finance, 2019, 49, (C), 1-26 View citations (4)

2016

4. Determinants of bank risk behaviour in EMU countries
   Applied Economics Letters, 2016, 23, (5), 365-368
5. Sovereign-bank linkages: Quantifying directional intensity of risk transfers in EMU countries
   Journal of International Money and Finance, 2016, 63, (C), 137-164 View citations (20)

2015

6. Bank risk behavior and connectedness in EMU countries
   Journal of International Money and Finance, 2015, 57, (C), 161-184 View citations (13)
   See also Working Paper (2015)