Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Year of publication: |
November 2016
|
---|---|
Authors: | Gibson, Heather D. ; Hall, Stephen G. ; Tavlas, George S. |
Publisher: |
Athens : Bank of Greece |
Subject: | Finanzkrise | Financial crisis | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Länderrisiko | Country risk | Ratingagentur | Rating agency | Momentenmethode | Method of moments | Eurozone | Euro area | Spanien | Spain | Griechenland | Greece | Irland | Ireland | Portugal | Italien | Italy |
Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
---|---|
Series: | Working Paper / Bank of Greece. - Athens : [Verlag nicht ermittelbar], ZDB-ID 2436667-5. - Vol. 214 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Gibson, Heather D., (2016)
-
Gibson, Heather D., (2017)
-
Tavlas, G. S., (2022)
- More ...
-
FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS
Gibson, Heather D., (2013)
-
Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area
Gibson, Heather D., (2014)
-
Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis
Gibson, Heather D., (2013)
- More ...