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Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?

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Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis

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Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area

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Doom-loops : the role of rating agencies in the euro financial crisis

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Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

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Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2016

Persistent link: https://www.econbiz.de/10011581024

On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve

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Mispricing of sovereign risk and multiple equilibria in the eurozone

De Grauwe, Paul; Ji, Yuemei - 2012

Persistent link: https://www.econbiz.de/10009574125

Mispricing of sovereign risk and multiple equilibria in the Eurozone

De Grauwe, Paul; Ji, Yuemei - 2012

Persistent link: https://www.econbiz.de/10009419577

Mispricing of Sovereign Risk and Multiple Equilibria in the Eurozone

De Grauwe, Paul - 2012

This paper finds evidence that a significant part of the surge in the spreads of the PIGS countries (Portugal, Ireland, Greece and Spain) in the eurozone during 2010-11 was disconnected from underlying increases in the debt-to-GDP ratios, and was the result of negative market sentiments that...

Persistent link: https://www.econbiz.de/10013111530