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Sovereign default risk and credit supply : evidence from the euro area

Palmén, Olli - In: Journal of international money and finance 109 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012404034

Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis

Téllez, Cecilia; Martín García, Margarita; Ramón … - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 58-78

separately or by taking into account the joint evolution of their values. The data refer to ten countries in the Eurozone along …

Persistent link: https://www.econbiz.de/10012436652

COVID-induced sovereign risk in the Euro Area : when did the ECB stop the contagion?

Ortmans, Aymeric; Tripier, Fabien - 2020

Persistent link: https://www.econbiz.de/10012437122

The efficiency of sovereign debt markets in the EMU : truth or mistruth?

Waszkiewicz, Grzegorz - In: Olsztyn economic journal 15 (2020) 1, pp. 23-38

Persistent link: https://www.econbiz.de/10012221386

How did order-flow impact bond prices during the European sovereign debt crisis?

Lin, Zhongguo; Hamill, Philip A.; Li, Youwei; Sun, Zhuowei - In: International review of economics & finance : IREF 67 (2020), pp. 13-24

Persistent link: https://www.econbiz.de/10012440179

On the term structure of liquidity in the European sovereign bond market

O'Sullivan, Conall; Papavassiliou, Vassilios G. - In: Journal of banking & finance 114 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012489011

The rating spillover from banks to sovereigns : an empirical investigation across the European Union

Hu, Haoshen; Prokop, Jörg; Shi, Yukun; Trautwein, … - In: Journal of international financial markets, … 64 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012495673

Accounting for climate policies in Europe's sovereign debt market

Domínguez-Jiménez, Marta; Lehmann, Alexander - 2021

International debt investors increasingly demand assets that are aligned with environmental, social and governance objectives. Sovereign debt is being belatedly swept up in this change. This huge asset class represents a uniquely long-term claim and funds a wide range of public expenditure, both...

Persistent link: https://www.econbiz.de/10012655191

The maturity of sovereign debt issuance in the euro area

Beetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; … - In: Journal of international money and finance 110 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012795420

Reducing sovereign debt levels in the post-Covid Eurozone with a simple deficit rule

Jost, Thomas; Tödter, Karl-Heinz - 2021

Debt levels in the eurozone have reached new record highs. The member countries have tried to cushion the economic … as well as with the hypothetical application of the new fiscal rule to eurozone economies from 2022 to 2026. Finally, we … take up the recent proposal by ESM economists to increase the permissible debt ratio from 60 to 100% of GDP in the eurozone. …

Persistent link: https://www.econbiz.de/10012798538