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Disentangling contagion among sovereign CDS spreads during the European debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179

Persistent link: https://www.econbiz.de/10011556813

Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis...

Dajcman, Silvo - In: Applied economics letters 19 (2012) 16/18, pp. 1655-1662

Persistent link: https://www.econbiz.de/10009683991

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

Fiscal Austerity, Growth Prospects, and Sovereign CDS Spreads : The Eurozone and Beyond

Yuan, Chunming - 2014

swaps (CDS) for a panel of 36 countries including the Eurozone. We find that austerity practice generally leads to an …

Persistent link: https://www.econbiz.de/10013062276

Have Contagion Effects Occurred in the Eurozone During the Sovereign Debt Crisis?

Asperti, Nico - 2020

The aim of this paper is to detect the existence of financial contagion effects in the Eurozone countries during the ….In conclusion, the outputs of the study will highlight that a financial contagion exists among the selected news and the Eurozone …

Persistent link: https://www.econbiz.de/10012833106

Comovement and disintegration of EU sovereign bond markets during the crisis

Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556

Persistent link: https://www.econbiz.de/10012372853

Official sector lending strategies during the euro area crisis

Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2017

Persistent link: https://www.econbiz.de/10012171953

The fire-sale channels of universal banks in the European sovereign debt crisis

Bagattini, Giulio; Fecht, Falko; Weber, Patrick - 2019

We use a unique security-level data set to analyze correlations in bond trading of banks, their respective retail customers and their affiliated mutual funds. Matching banks' proprietary holdings with the holdings of their funds and their retail customers for the period 2009-2016 at the security...

Persistent link: https://www.econbiz.de/10012125233

Official sector lending strategies during the euro area crisis

Corsetti, Giancarlo; Erce, Aitor; Uy, Timothy - 2017 - This version: August 2017

Persistent link: https://www.econbiz.de/10012423742

Regulatory changes and long-run relationships of the EMU sovereign debt markets : implications for future policy framework

Akyildirim, Erdinc; Corbet, Shaen; Nguyen, Duc Khuong; … - In: International review of law and economics 63 (2020)

Persistent link: https://www.econbiz.de/10012512439