Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Year of publication: |
October 2016
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Authors: | Pelizzon, Loriana ; Subrahmanyam, Marti G. ; Tomio, Davide ; Uno, Jun |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 122.2016, 1, p. 86-115
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Subject: | Liquidity | Credit risk | Eurozone sovereign bonds | Financial crisis | MTS bond market | Kreditrisiko | Öffentliche Anleihe | Public bond | Finanzkrise | Eurozone | Euro area | EU-Staaten | EU countries | Liquidität | Rentenmarkt | Bond market | Länderrisiko | Country risk | Risikoprämie | Risk premium | Öffentliche Schulden | Public debt | Geldpolitik | Monetary policy | Kreditderivat | Credit derivative |
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