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1
Conditional dependence of US and EU sovereign CDS : a time-varying copula-based estimation
Atil, Ahmed
;
Bradford, Marc
;
El Marzougui, Abdelaziz
; …
- In:
Finance research letters
19
(
2016
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011657442
Saved in:
2
Systemic sovereign risk in Europe : an MES and CES approach
Popescu, Alexandra
;
Turcu, Camelia
- In:
Revue d'économie politique
124
(
2014
)
6
,
pp. 899-925
Persistent link: https://www.econbiz.de/10011440848
Saved in:
3
Spillovers from one country's sovereign debt to CDS (credit default swap) spreads of others during the European crisis : a spatial approach
Kışla, Gül Huyugüzel
;
Muradoğlu, Gülnur
;
Özlem …
- In:
The journal of asset management : a major new, …
23
(
2022
)
4
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013391984
Saved in:
4
Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios
;
Stavroyiannis, Stavros
- In:
Research in international business and finance
42
(
2017
),
pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
Saved in:
5
Mispricing of debt expansion in the
eurozone
sovereign credit market
Lotfi, Somayyeh
;
Milidonis, Andreas
;
Zenios, Stauros Andrea
- In:
Journal of financial stability
70
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
Saved in:
6
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
Saved in:
7
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
8
Sovereign risk dynamics in the EU : the time varying relevance of fiscal and external (im)balances
Afonso, António
;
Alves, José
;
Monteiro, Sofia
- In:
Journal of international financial markets, …
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015063189
Saved in:
9
Sovereign risk premia in the Euro Area and the role of contagion
Linciano, Nadia
;
Giordano, Luca
;
Soccorso, Paola
- In:
Journal of financial management, markets and institutions
1
(
2013
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10011949545
Saved in:
10
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
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