Similar Search Results - EconBiz

What can the yield curve tell us about inflation?

Brissimis, Sophocles N.; Gibson, Heather D. - In: Economic bulletin (1998) 11, pp. 27-38

Persistent link: https://www.econbiz.de/10001510343

Self-Fulfilling Dynamics : The Interactions of Sovereign Spreads, Sovereign Ratings and Bank Ratings During the Euro Financial Crisis

Tavlas, George S.; Gibson, Heather D.; Hall, Stephen G. - 2022

During the euro-area financial crisis, interactions among sovereign spreads, sovereign credit ratings, and bank credit ratings appeared to have been characterized by selfgenerating feedback loops. To investigate the existence of feedback loops, we consider a panel of five euro-area stressed...

Persistent link: https://www.econbiz.de/10013492640

Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014

Persistent link: https://www.econbiz.de/10010258707

Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"

Kazanas, Thanassis; Tzavalis, Elias - In: Journal of macroeconomics 39 (2014) 2, pp. 420-423

Persistent link: https://www.econbiz.de/10010496443

Doom-loops : the role of rating agencies in the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014

Persistent link: https://www.econbiz.de/10010461221

Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 939-949

Persistent link: https://www.econbiz.de/10011303574

Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

Persistent link: https://www.econbiz.de/10011567510

Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

Persistent link: https://www.econbiz.de/10011581024

Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of international money and finance 73 (2017), pp. 371-385

Persistent link: https://www.econbiz.de/10011787743

Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?

Gibson, Heather D.; Hall, Stephen G.; Gefang, Deborah; … - 2020

Persistent link: https://www.econbiz.de/10012264947

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