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The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDs Market : An Econometric Analysis

Santos, Carlos - 2011

In this paper we take an innovative econometric look at the Euro Zone Sovereign Debt Crisis. We are particularly interested in understanding which determinants have led investors to ask for higher yields on sovereign debt from the Euro shatter belt. We dismiss the definition of speculation...

Persistent link: https://www.econbiz.de/10013124110

Heterogeneous technical efficiency of hotels in Luanda, Angola

Barros, Carlos Pestana; Dieke, Peter U. C.; Santos, … - In: Tourism economics : the business and finance of tourism … 16 (2010) 1, pp. 137-151

Persistent link: https://www.econbiz.de/10003953446

Modelling the German yield curve and testing the Lucas Critique, 1975 - 2001

Santos, Carlos; Oliveira, Maria Alberta - In: Applied econometrics and international development 7 (2007) 1, pp. 53-64

Persistent link: https://www.econbiz.de/10003938452

Determinants of credit default swaps implied ratings during the crisis : was sovereign risk mispriced?

Oliveira, Maria Alberta; Santos, Carlos - In: Investment management and financial innovations 15 (2018) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10012055473

Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK

Johansen, Søren; Jusélius, Katarina - 1990

Persistent link: https://www.econbiz.de/10000786481

Asymptotic inference on cointegrating rank in partial systems

Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399

Persistent link: https://www.econbiz.de/10001251806

Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data

Johansen, Søren (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001592931

Controlling inflation in a cointegrated vector autoregressive model with an application to US data

Johansen, Søren; Jusélius, Katarina - 2001

Persistent link: https://www.econbiz.de/10001582520

Modeling regional interdependencies using a global error-correcting macroeconometric model

Pesaran, M. Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-181

Persistent link: https://www.econbiz.de/10002037011

A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables

Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658

Persistent link: https://www.econbiz.de/10002794790

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