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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

Is there life in the old dog yet? : observations on the political economy and constitutional viability of common debt issuing in the Euro area

Amtenbrink, Fabian; Repasi, René; Haan, Jakob de - In: Review of law and economics : publ. in cooperation with … 12 (2016) 3, pp. 605-633

Persistent link: https://www.econbiz.de/10011596643

Causes and hazards of the euro area sovereign debt crisis : pure and fundamentals-based contagion

Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Economic modelling 56 (2016), pp. 133-147

Persistent link: https://www.econbiz.de/10011646024

The behaviour of sovereign CDS and government bond in the Euro zone crisis

Ito, Takayasu - In: International journal of monetary economics and finance 9 (2016) 2, pp. 102-114

Persistent link: https://www.econbiz.de/10011548336

The Euro crisis : where to from here?

Frankel, Jeffrey A. - 2015

Persistent link: https://www.econbiz.de/10011290036

Sovereign contagion in Europe : evidence from the CDS market

Manasse, Paolo; Zavalloni, Luca - 2013

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

Persistent link: https://www.econbiz.de/10011731038

Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective

Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284

Persistent link: https://www.econbiz.de/10011813829

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

Realized (co)variances of eurozone sovereign yields during the crisis : the impact of news and the securities markets programme

Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - In: Journal of international money and finance 75 (2017), pp. 14-31

Persistent link: https://www.econbiz.de/10011788018

The risk of the sovereign debt default : the Eurozone crisis 2008-2013

Stamatopoulos, Theodoros V.; Arvanitis, Stavros E.; … - In: Applied economics 49 (2017) 38, pp. 3782-3796

Persistent link: https://www.econbiz.de/10011819935