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Risk Perceptions and Fundamental Effects on Sovereign Spreads

Migiakis, Petros M.; Georgoutsos, Demetris A. - 2022

We examine the determinants of spreads based on views regarding sovereign riskiness. The empirical analysis relies on panel data estimation techniques for 30 sovereign bonds for the period of 2009Q1 to 2017Q1, with data in quarterly frequency. We find that indeed there is a wide asymmetry in the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013492534

European sovereign bond spreads : monetary unification, market conditions and financial integration

Georgoutsos, Demetris A.; Migiakis, Petros M. - 2010

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008664603

European sovereign bond spreads : financial integration and market conditions

Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Applied financial economics 23 (2013) 19/21, pp. 1609-1621

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010259755

Heterogeneity of the determinants of euro-area sovereign bond spreads : what does it tell us about financial stability?

Georgoutsos, Demetris A.; Migiakis, Petros M. - In: Journal of banking & finance 37 (2013) 11, pp. 4650-4664

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010248513

Benchmark bonds interactions under regime shifts

Georgoutsos, Demetris A.; Migiakis, Petros M. - In: European financial management : the journal of the … 18 (2012) 3, pp. 389-409

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009672271

Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us obout financial stability?

Georgoutsos, Demetris A.; Migiakis, Petros M. - 2012

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009549357

Benchmark bonds interactions under regime shifts

Georgoutsos, Demetris A.; Migiakis, Petros M. - 2009

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003939757

Risk perceptions and fundamental effects on sovereign spreads

Georgoutsos, Demetris A.; Migiakis, Petros M. - 2018

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011914101

Bank-sovereign contagion in the Eurozone : a panel VAR Approach

Georgoutsos, Demetris A.; Moratis, George - In: Journal of international financial markets, … 48 (2017), pp. 146-159

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011892343

Market sentiment and contagion in euro-area bond markets

Georgoutsos, Demetris A. - In: Handbook of investors' behavior during financial crises, (pp. 241-256). 2017

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011743039

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