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Factor decomposition of the Eurozone sovereign CDS spreads

Fabozzi, Frank J.; Giacometti, Rosella; Tsuchida, Naoshi - In: Journal of international money and finance 65 (2016), pp. 1-23

Persistent link: https://www.econbiz.de/10011668394

Regime-dependent determinants of Euro area sovereign CDS spreads

Blommestein, Hans J.; Eijffinger, Sylvester C. W.; … - In: Journal of financial stability 22 (2016), pp. 10-21

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Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Schäfer, Dorothea; Stephan, Andreas - In: Journal of financial stability 24 (2016), pp. 117-131

Persistent link: https://www.econbiz.de/10011704126

Flight-to-liquidity flows in the euro area sovereign debt crisis

Garcia, Juan Angel; Gimeno, Ricardo - 2014

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European versus Anglo-Saxon credit view : evidence from the eurozone sovereign debt crisis

Altdörfer, Marc; De las Salas Vega, Carlos Andres; … - 2016

the assignment of sovereign credit ratings, using the Eurozone sovereign debt crisis of 2009-2012 as a natural laboratory … two more US-tied peers, assigned on average more favourable ratings to Eurozone issuers during the crisis. However, Fitch …'s better ratings for Eurozone issuers seem to be neglected by investors as they rather follow the rating actions of Moody's and …

Persistent link: https://www.econbiz.de/10011570580

Euro White and Euro Yolk : sovereign debt structure stability in the eurozone

Joliet, Robert; Nessah, Rabia - In: International game theory review 18 (2016) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10011571582

Volatility spillovers in EMU sovereign bond markets

Fernández Rodríguez, Fernando; Gómez Puig, Marta; … - In: International review of economics & finance : IREF 39 (2015), pp. 337-352

Persistent link: https://www.econbiz.de/10011572456

The price of the euro : evidence from sovereign debt markets

Mäkelä, Erik - In: Applied economics 48 (2016) 46/48, pp. 4510-4525

Persistent link: https://www.econbiz.de/10011640127

Quantitative easing and the pricing of EMU sovereign debt

Kinateder, Harald; Wagner, Niklas F. - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 1-12

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The influence of sovereign bond yields on bank lending rates: the pass-through in Europe

Eller, Markus; Reininger, Thomas - In: Focus on European economic integration (2016) 2, pp. 54-78

Persistent link: https://www.econbiz.de/10011672403