Investigating the behaviour of sovereign risk for Eurozone countries
Year of publication: |
2021
|
---|---|
Authors: | Agiakloglou, Christos N. ; Deligiannakis, Emmanouil ; Psillaki, Maria |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 53.2021, 53, p. 6204-6212
|
Subject: | credit spreads | dynamic panel data models | Euro area | Sovereign credit default swap | Eurozone | Kreditderivat | Credit derivative | Panel | Panel study | Länderrisiko | Country risk | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Welt | World |
-
Sovereign bond spreads and CDS premia in the Eurozone : a causality analysis
Téllez, Cecilia, (2020)
-
Calice, Giovanni, (2013)
-
The eurozone financial crisis : role of interdependencies between bank and sovereign risk
Barth, James R., (2012)
- More ...
-
Sovereign risk evaluation for European Union countries
Agiakloglou, Christos N., (2020)
-
Agiakloglou, Christos N., (2022)
-
Experience in the application of unit roots and fractional difference models and tests
Agiakloglou, Christos N., (1992)
- More ...