Similar Search Results

What do sovereign spreads say about expected defaults and devaluations? : an application to the European sovereign debt crisis

Durham, J. Benson - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 86-93

Persistent link: https://www.econbiz.de/10010365089

What Do Sovereign Spreads Say About Expected Defaults and Devaluations? An Application to the European Sovereign Debt Crisis

Durham, J. Benson - 2019

This article outlines two general approaches to disentangle expected defaults and anticipated devaluations from distressed sovereign spreads. The first uses affine term structure models and uncovered interest rate parity to extract a schedule between risk-neutral devaluation odds and exchange...

Persistent link: https://www.econbiz.de/10012868618

The term structure of redenomination risk

Bayer, Christian; Kim, Chi Hyun; Kriwoluzky, Alexander - 2018

increased it for France and Germany. …

Persistent link: https://www.econbiz.de/10011865446

The term structure of redenomination risk

Bayer, Christian; Kim, Chi Hyun; Kriwoluzky, Alexander - 2018

Persistent link: https://www.econbiz.de/10011919132

Secular stagnation and low interest rates under the fear of a government debt crisis

Kobayashi, Keiichirō; Ueda, Kozo - 2020

Persistent link: https://www.econbiz.de/10012225173

Secular stagnation and low interest rates under the fear of a government debt crisis

Kobayashi, Keiichirō; Ueda, Kozo - In: Journal of money, credit and banking : JMCB 54 (2022) 4, pp. 779-824

Persistent link: https://www.econbiz.de/10013281314

Le contenu en information de la pente des taux : application au cas des titres publics français

Jondeau, Eric; Ricart, Roland - In: Economie & prévision : EP (1999) 4/5, pp. 1-20

Persistent link: https://www.econbiz.de/10001490852

Le contenu en information de la pente des taux : application au cas des titres publics français

Jondeau, Eric; Ricart, Roland - 1997

Persistent link: https://www.econbiz.de/10000963783

The Information Content of the Term Structure : An Application to French Government Bonds (in French)

Jondeau, Eric; Ricart, Roland - 2011

in inflation rate, in France. A data set has been constructed, which contains zero-coupon yield curves on government …

Persistent link: https://www.econbiz.de/10014187489

The Financial and Macroeconomic Effects of OMT Announcements

Altavilla, Carlo - 2014

France. These results are used to calibrate a scenario in a multi-country model describing the macro-financial linkages in … France, Germany, Italy, and Spain. The scenario analysis suggests that the reduction in bond yields due to OMT announcements … spillovers in France and Germany …

Persistent link: https://www.econbiz.de/10013051170

1
2
3
4
5
6
7
8
9
10
Next
Last