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Contagion in eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - 2016

Persistent link: https://www.econbiz.de/10011488619

Contagion in Eurozone sovereign bond markets? : the good, the bad and the ugly

Cronin, David; Flavin, Thomas J.; Sheenan, Lisa - In: Economics letters 143 (2016), pp. 5-8

Persistent link: https://www.econbiz.de/10011616776

Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach

Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049

Persistent link: https://www.econbiz.de/10012061678

Was a deterioration in "connectedness" a leading indicator of the European sovereign debt crisis?

Hamill, Philip A.; Li, Youwei; Pantelous, Athanasios A.; … - In: Journal of international financial markets, … 74 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803690

Our currency, your problem? : the global effects of the euro debt crisis

Stracca, Livio - In: European economic review : EER 74 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011522584

Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis

Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10011308580

Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe

Blatt, Dominik; Candelon, Bertrand; Manner, Hans - In: Journal of banking & finance 59 (2015), pp. 1-13

Persistent link: https://www.econbiz.de/10011544252

International financial integration, crises, and monetary policy : evidence from the Euro area interbank crises international financial integration, crises, and monetary policy : evidence from the Euro area interbank crises

Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2017 - This version: July, 2017

We analyze how financial crises affect international financial integration, exploiting euro area proprietary interbank data, crisis and monetary policy shocks, and variation in loan terms to the same borrower on the same day by domestic versus foreign lenders. Crisis shocks reduce the supply of...

Persistent link: https://www.econbiz.de/10011704823

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, Paramsothy; Fenech, Jean Pierre; Thomasa, Alice - In: Economic modelling 58 (2016), pp. 83-92

Persistent link: https://www.econbiz.de/10011647047

Integration of government bond market in the euro area and monetary policy

Lukić, Velimir - In: Journal of central banking theory and practice 5 (2016) 1, pp. 71-97

Persistent link: https://www.econbiz.de/10011477399