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~type_genre:"Aufsatz im Buch"
~subject:"Eurozone"
~subject:"Risk premium"
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1
Future challenges to European sovereign debt markets
D'Amico, Leonardo
;
Giavazzi, Francesco
;
Guerrieri, Veronica
- In:
The making of the European Monetary Union : 30 years …
,
(pp. 121-128)
.
2023
Persistent link: https://www.econbiz.de/10014229994
Saved in:
2
On the performances of dynamic conditional correlation models in the sovereign CDS market and the corresponding bond market
Sabkha, Saker
- In:
Financial and economic systems : transformations and …
,
(pp. 187-212)
.
2021
Persistent link: https://www.econbiz.de/10012600056
Saved in:
3
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 86-129)
.
2016
Persistent link: https://www.econbiz.de/10011733594
Saved in:
4
Dynamic integration and network structure of the EMU sovereign bond markets
Sensoy, Ahmet
;
Nguyen, Duc Khuong
;
Rostom, Ahmed
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 297-314)
.
2019
Persistent link: https://www.econbiz.de/10012134857
Saved in:
5
Dependence between extreme risk factor movements of euro area sovereign bonds
Kahlert, Dennis
- In:
Three essays on capital and liquidity
,
(pp. 108-141)
.
2018
Persistent link: https://www.econbiz.de/10012116903
Saved in:
6
On interdependence and shift contagion between core Euro Area refinancing conditions
Müller, Sebastian Christoph
- In:
Empirical investigations of current monetary and fiscal …
,
(pp. 12-50)
.
2017
Persistent link: https://www.econbiz.de/10012134557
Saved in:
7
Market sentiment and contagion in euro-area bond markets
Georgoutsos, Demetris A.
- In:
Handbook of investors' behavior during financial crises
,
(pp. 241-256)
.
2017
Persistent link: https://www.econbiz.de/10011743039
Saved in:
8
Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"
Murphy, Austin
;
Benzschawel, Terry
;
Fu, Liang
- In:
Proceedings of the Second International Conference on …
,
(pp. 116-119)
.
2014
Persistent link: https://www.econbiz.de/10011388084
Saved in:
9
The effects of macroeconomic news announcements during the global financial crisis
Abad, Pilar
;
Chuliá, Helena
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 41-56)
.
2014
Persistent link: https://www.econbiz.de/10010430690
Saved in:
10
International linkage of government bond market in the euro area and the driving forces in the European sovereign debt crisis
Lee, Hsien-feng
;
Ho, Yin-ju
- In:
Asset Management : Festschrift für Prof. Dr. rer. nat. …
,
(pp. 91-114)
.
2012
Persistent link: https://www.econbiz.de/10009613930
Saved in:
11
Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás
-
2012
Persistent link: https://www.econbiz.de/10009580831
Saved in:
12
How can information on CDS contracts be used to estimate liquidity premium in the bond market
Tarasova, Polina
- In:
Market risk and financial markets modeling
,
(pp. 247-254)
.
2012
Persistent link: https://www.econbiz.de/10009514429
Saved in:
13
Asian financial integration : trends and interruptions
Borensztein, Eduardo
;
Loungani, Prakash
- In:
Costs and benefits of economic integration in Asia
,
(pp. 53-88)
.
2011
Persistent link: https://www.econbiz.de/10009502649
Saved in:
14
A factor analysis of bond risk premia
Ludvigson, Sydney C.
;
Ng, Serena
- In:
Handbook of empirical economics and finance
,
(pp. 313-371)
.
2011
Persistent link: https://www.econbiz.de/10009130121
Saved in:
15
The European bond markets leadership : evidence from a regime switching examination framework
Georgoutsos, Demetris A.
;
Migiakis, Petros M.
- In:
Consequences of the European monetary integration on …
,
(pp. 89-110)
.
2008
Persistent link: https://www.econbiz.de/10003834959
Saved in:
16
Bond markets as conduits for capital flows : how does Asia compare?
Eichengreen, Barry
;
Pipat Luengnaruemitchai
- In:
International financial issues in the Pacific Rim : …
,
(pp. 267-311)
.
2008
Persistent link: https://www.econbiz.de/10003743879
Saved in:
17
Euro bonds : in search of financial spillovers
Schiavo, S.
- In:
Macroeconomic policy in the European Monetary Union : …
,
(pp. 161-195)
.
2008
Persistent link: https://www.econbiz.de/10003617078
Saved in:
18
The worldwide equity premium : a smaller puzzle
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
- In:
Handbook of the equity risk premium
,
(pp. 467-514)
.
2008
Persistent link: https://www.econbiz.de/10003598755
Saved in:
19
The European bond markets under EMU
Pagano, Marco
;
Thadden, Ernst-Ludwig von
- In:
Handbook of European financial markets and institutions
,
(pp. 488-518)
.
2008
Persistent link: https://www.econbiz.de/10003605603
Saved in:
20
The Euro government bond market
Villarroya, Antonio
-
2008
Persistent link: https://www.econbiz.de/10003763542
Saved in:
21
Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás
- In:
Economics of emerging markets
,
(pp. 277-316)
.
2008
Persistent link: https://www.econbiz.de/10003683654
Saved in:
22
The integration of the Czech, Hungarian and Polish bond markets with the euro area bond market : a déjà vu of the Club-Med convergence plays?
Reininger, Thomas
;
Walko, Zoltan
- In:
Financial development, integration and stability : …
,
(pp. 466-488)
.
2006
Persistent link: https://www.econbiz.de/10003428208
Saved in:
23
Modelling long memory and risk premia in Latin American sovereign bond markets
Mendoza Velázquez, Alfonso
- In:
Dynamic models and their applications in emerging markets
,
(pp. 41-68)
.
2005
Persistent link: https://www.econbiz.de/10003225346
Saved in:
24
Kapitalmarktstruktur in den USA und Euroland : eine Betrachtung des Zeitraums 1999 bis 2001
Bredemeier, Sonning
- In:
Perspektiven der Märkte für Finanzdienstleistungen : …
,
(pp. 169-177)
.
2004
Persistent link: https://www.econbiz.de/10002108431
Saved in:
25
Zero lower bound : is it a problem in the euro area?
Coenen, Günter
- In:
Background studies for the ECB's evaluation of its …
,
(pp. 139-155)
.
2004
Persistent link: https://www.econbiz.de/10002202434
Saved in:
26
Consumption-based asset pricing
Campbell, John Y.
-
2003
Persistent link: https://www.econbiz.de/10001832886
Saved in:
27
Interactions between cash and derivatives bond markets : some evidence for the euro area
Schulte, Wolfgang
;
Violi, Roberto
- In:
Market functioning and central bank policy
,
(pp. 222-267)
.
2002
Persistent link: https://www.econbiz.de/10001715795
Saved in:
28
Interactions between cash and derivatives bond markets : some evidence for the euro area
Schulte, Wolfgang
;
Violi, Roberto
- In:
The changing shape of fixed income markets : a …
,
(pp. 67-112)
.
2001
Persistent link: https://www.econbiz.de/10001715562
Saved in:
29
Die europäischen Kapitalmärkte nach der Einführung des Euro
Köhler, Petra
- In:
Finanzmärkte in Euroland : Funktionsbedingungen und …
,
(pp. 157-180)
.
2000
Persistent link: https://www.econbiz.de/10001481647
Saved in:
30
Die Rentenmärkte in der EWU
Flach, Uwe E.
- In:
Handbuch Euro : Analysen und Strategien für Bank- und …
,
(pp. 285-309)
.
1998
Persistent link: https://www.econbiz.de/10001301053
Saved in:
31
Risikoprämie auf dem deutschen Rentenmarkt im Vorfeld der Europäischen Währungsunion
Bartetzky, Peter
- In:
Monetäre Aspekte der europäischen Integration
,
(pp. 179-188)
.
1998
Persistent link: https://www.econbiz.de/10001325249
Saved in:
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