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Sovereign risk connectedness : the impact of ECB's policy announcements in Central and Eastern Europe

Ciocirlan, C.; Nițoi, M. - In: Empirica : journal of european economics 50 (2023) 4, pp. 1025-1054

Persistent link: https://www.econbiz.de/10014420248

Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors

Fong, Tom; Li, Ka-Fei; Fu, John - 2015

Persistent link: https://www.econbiz.de/10012200130

Central bank gold reserves and sovereign credit risk

Rathi, Sawan; Mohapatra, Sanket; Sahay, Arvind - 2021

Persistent link: https://www.econbiz.de/10012793392

Sovereign credit default swaps and U.S. economic policy uncertainty after the global financial crisis

Inoguchi, Masahiro - In: Global Financial Flows in the Pre- and Post-global …, (pp. 113-141). 2022

Persistent link: https://www.econbiz.de/10013448159

The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks

M'beirick, Abdallahi; Haddou, Samira - In: International review of economics & finance : IREF 93 (2024) 2, pp. 244-272

Persistent link: https://www.econbiz.de/10014535547

Central bank gold reserves and sovereign credit risk

Rathi, Sawan; Mohapatra, Sanket; Sahay, Arvind - In: Finance research letters 45 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014575515

Covid-19, sovereign risk and monetary policy : evidence from the European Monetary Union

Karaman, Seçil Yıldırım - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 99-107

This paper investigates the impact of Covid-19 pandemic and monetary policy measures adopted by the European Central Bank (ECB) on the sovereign risk for the European Monetary Union (EMU) countries for the period between March-2020 and November-2020 using daily data. The impact of Covid-19 and...

Persistent link: https://www.econbiz.de/10013407190

ECB monetary policy and bank default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Journal of international money and finance 122 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013433381

ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk

Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245

Persistent link: https://www.econbiz.de/10013362444

Determinants of European banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013457304