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Systemic risk in European sovereign debt markets : a CoVaR-copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Journal of international money and finance 51 (2015), pp. 214-244
Persistent link: https://www.econbiz.de/10011475258
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Endogenous debt crises
Cohen, Daniel; Villemot, Sebastien - In: Journal of international money and finance 51 (2015), pp. 337-369
Persistent link: https://www.econbiz.de/10011475267
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Credit ratings and cross-border bond market spillovers
Böninghausen, Benjamin; Zabel, Michael - In: Journal of international money and finance 53 (2015), pp. 115-136
Persistent link: https://www.econbiz.de/10011475939
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Announcements of ECB unconventional programs : implications for the sovereign spreads of stressed euro area countries
Falagiarda, Matteo; Reitz, Stefan - In: Journal of international money and finance 53 (2015), pp. 276-295
Persistent link: https://www.econbiz.de/10011475970
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ECB policy and Eurozone fragility : was De Grauwe right?
Saka, Orkun; Fuertes, Ana María; Kalotychou, Elena - In: Journal of international money and finance 54 (2015), pp. 168-185
Persistent link: https://www.econbiz.de/10011476088
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Episodes of war and peace in an estimated open economy model
Auray, Stéphane; Eyquem, Aurélien - In: Journal of economic dynamics & control 105 (2019), pp. 203-249
Persistent link: https://www.econbiz.de/10012131962
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Inflation-linked public debt in emerging economies
Gomez-Gonzalez, Patricia - In: Journal of international money and finance 93 (2019), pp. 313-334
Persistent link: https://www.econbiz.de/10012138656
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How effective are sovereign bond-backed securities as a spillover prevention device?
Cronin, David; Dunne, Peter G. - In: Journal of international money and finance 96 (2019), pp. 49-66
Persistent link: https://www.econbiz.de/10012139607
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The effect of inflation targeting and financial openness on currency composition of sovereign international debt
Ogrokhina, Olena; Rodriguez, Cesar M. - In: Journal of international money and finance 97 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012139842
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Writing off sovereign debt : default and recovery rates over the cycle
Sunder-Plassmann, Laura - In: Journal of international money and finance 81 (2018), pp. 221-241
Persistent link: https://www.econbiz.de/10012000044