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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

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

Sovereign debt in the 21st century : looking backward, looking forward

Mitchener, Kris; Trebesch, Christoph - 2021

How will sovereign debt markets evolve in the 21st century? We survey how the literature has responded to the eurozone …

Persistent link: https://www.econbiz.de/10012489670

Sovereign debt in the 21st century : looking backward, looking forward

Mitchener, Kris; Trebesch, Christoph - 2021

Persistent link: https://www.econbiz.de/10012492698

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

Eurozone sovereign default risk and capital : a Bayesian approach

Jobst, Rainer; Rösch, Daniel - In: The journal of fixed income : JFI 31 (2022) 3, pp. 41-65

Persistent link: https://www.econbiz.de/10012802447

Information flow in times of crisis : the case of the European banking and sovereign sectors

Dungey, Mardi H.; Hurn, Stan; Shi, Shuping; Volkov, V. V. - In: Econometrics : open access journal 7 (2019) 1/5, pp. 1-20

Crises in the banking and sovereign debt sectors give rise to heightened financial fragility. Of particular concern is the development of self-fulfilling feedback loops where crisis conditions in one sector are transmitted to the other sector and back again. We use time-varying tests of Granger...

Persistent link: https://www.econbiz.de/10012025706

The Risk of the Sovereign Debt Default : The Eurozone Crisis 2008-2013

Stamatopoulos, Theodoros V. - 2016

We investigate the relationship of the market pricing of sovereign risk to default, through CDS spreads for 16 Eurozone … discrimination between South and West Euro Area Periphery (SWEAP) and the core Eurozone, highlighting asymmetries discovered either … words, the “fragility hypothesis of the Eurozone” …

Persistent link: https://www.econbiz.de/10012976894

Sovereign debt holdings and banks' credit risk : evidence from the Eurozone

Abinzano, Isabel; Corredor, Pilar; Mansilla-Fernández, … - In: Finance research letters 47 (2022) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013457292

The mutualization of sovereign debt : comparing the American past and the European present

Steinbach, Armin - In: Journal of common market studies : JCMS 53 (2015) 5, pp. 1110-1125

Persistent link: https://www.econbiz.de/10015103215