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A time-series postmortem on Eu...
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1
How did the Sovereign debt crisis affect the Euro financial integration? : a fractional
cointegration
approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
Empirica : journal of european economics
45
(
2018
)
4
,
pp. 685-706
Persistent link: https://www.econbiz.de/10012031246
Saved in:
2
Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay
;
Gupta, Priyanshi
;
Deisting, Florent
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1025-1058
Persistent link: https://www.econbiz.de/10011741442
Saved in:
3
Cointegration
between the European Union and the selected global markets following sovereign debt crisis
Golab, Anna
;
Jie, Ferry
;
Powell, Robert
;
Zamojska, Anna
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10012001317
Saved in:
4
Souvereign credit risk co-movements in the
Eurozone
: simple interdependence or contagion?
Buchholz, Manuel
;
Tonzer, Lena
- In:
International finance
19
(
2016
)
3
,
pp. 246-268
Persistent link: https://www.econbiz.de/10011713910
Saved in:
5
Macroeconomic variables and the sovereign risk premia in EMU, non-EMU EU, and developed countries
Gevorkyan, Arkady
;
Semmler, Willi
- In:
Empirica : journal of european economics
43
(
2016
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011647706
Saved in:
6
Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed
;
Bradford, Marc
;
El Marzougui, Abdelaziz
; …
- In:
Finance research letters
19
(
2016
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
Saved in:
7
Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Kışla, Gül Huyugüzel
;
Muradoğlu, Gülnur
;
Özlem …
- In:
The journal of asset management : a major new, …
23
(
2022
)
4
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013391984
Saved in:
8
The role of ECB monetary policy and financial stress on
Eurozone
sovereign yields
Blot, Christophe
;
Creel, Jérôme
;
Hubert, Paul
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10012284979
Saved in:
9
Contagion in
Eurozone
sovereign bond markets? : the good, the bad and the ugly
Cronin, David
;
Flavin, Thomas J.
;
Sheenan, Lisa
- In:
Economics letters
143
(
2016
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011616776
Saved in:
10
Sovereign bond market dependencies and crisis transmission around the
eurozone
debt crisis : a dynamic copula approach
Bekiros, Stelios
;
Hammoudeh, Shawkat
;
Jammazi, Rania
; …
- In:
Applied economics
50
(
2018
)
47
,
pp. 5031-5049
Persistent link: https://www.econbiz.de/10012061678
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