Narrow search
Showing 281 - 290 of 357,869
Cover Image
Non-defaultable debt and sovereign risk
Hatchondo, Juan Carlos; Martinez, Leonardo; Önder, … - In: Journal of international economics 105 (2017), pp. 217-229
Persistent link: https://www.econbiz.de/10011751900
Cover Image
Contagion effects during financial crisis : evidence from the Greek sovereign bonds market
Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138
Persistent link: https://www.econbiz.de/10011574136
Cover Image
Understanding sovereign rating movements in euro area countries
Brůha, Jan; Karber, Moritz; Pierluigi, Beatrice; … - 2017
countries which recorded rating downgrades amid the euro area sovereign debt crisis. We apply an elaborated econometric … of the sovereign crisis has been broadly in line with the deterioration of economic fundamentals for most countries. …
Persistent link: https://www.econbiz.de/10011637529
Cover Image
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
Cover Image
Effects of debt mutualization in a monetary union with endogenous risk premia : can Eurobonds contribute to debt stabilization?
Aarle, Bas van; Engwerda, Jacob Christiaan; Weeren, … - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 100-114
Persistent link: https://www.econbiz.de/10012039800
Cover Image
Euro Periphery Sovereign Default Swap Pricing
Realdon, Marco - 2012
This paper tests variants of the Black (1995) model for pricing the sovereign Credit Default Swaps (CDS) of Greece, Ireland, Portugal, Spain and Italy. The default intensity of each country is driven by two latent Gaussian factors. The model, which well fits observed CDS rates, can only be...
Persistent link: https://www.econbiz.de/10013100178
Cover Image
Quantifying sovereign risk in the euro area
Singh, Manish K.; Gómez Puig, Marta; Sosvilla-Rivero, … - In: Economic modelling 95 (2021), pp. 76-96
Persistent link: https://www.econbiz.de/10012695852
Cover Image
COVID-induced sovereign risk in the euro area : when did the ECB stop the spread?
Ortmans, Aymeric; Tripier, Fabien - In: European economic review : EER 137 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012698183
Cover Image
The contagion of the Greek debt crisis on the EMU sovereign bond markets : a Garch-DCC approach
Kchaou, Oussama; Bellalah, Makram - In: International journal of entrepreneurship and small … 39 (2020) 1/2, pp. 100-120
Persistent link: https://www.econbiz.de/10012176746
Cover Image
The productivity cost of sovereign default : evidence from the European debt crisis
Alonso Ortiz, Jorge; Colla de Robertis, Esteban; … - In: Economic theory : official journal of the Society for … 64 (2017) 4, pp. 611-633
Persistent link: https://www.econbiz.de/10011946043