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Banking and sovereign risk in the euro area
Gerlach, Stefan; Schulz, Alexander; Wolff, Guntram B. - 2010
Persistent link: https://www.econbiz.de/10008906898
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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
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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/10009419577
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Rating agencies and sovereign credit risk assessment
Véron, Nicolas; Wolff, Guntram B. - 2011
the crisis, but the most straightforward way to address this challenge in the euro-area context would be the establishment … of a euro-area-wide sovereign bond instrument. This Policy Contribution was prepared as a briefing paper for the European …
Persistent link: https://www.econbiz.de/10009389041
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Banking and Sovereign Risk in the Euro Area
Gerlach, Stefan - 2016
We study the determinants of sovereign bond spreads in the euro area since the introduction of the euro. We show that …
Persistent link: https://www.econbiz.de/10012991092
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Rules and risk in the euro area
Iara, Anna; Wolff, Guntram B. - 2011
stronger fiscal rules in euro area members reduce sovereign risk premia, in particular in times of market stress. To do so, we … aversion. Estimation of the model con firms the central predictions. The legal base of the rules and their enforcement … ; sovereign spreads ; sovereign risk ; euro area …
Persistent link: https://www.econbiz.de/10009315724
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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
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Mispricing of Sovereign Risk and Multiple Equilibria in the Eurozone
De Grauwe, Paul - 2012
We find evidence that a significant part of the surge in the spreads of the PIGS countries 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 became very strong since the end of 2010. We also...
Persistent link: https://www.econbiz.de/10013111545
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Banking and sovereign risk in the euro area
Gerlach, Stefan; Schulz, Alexander; Wolff, Guntram B. - 2010
We study the determinants of sovereign bond spreads in the euro area since the introduction of the euro. We show that …
Persistent link: https://www.econbiz.de/10010300391
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Self-fulfilling crises in the eurozone : an empirical test
De Grauwe, Paul; Ji, Yuemei - 2012
Persistent link: https://www.econbiz.de/10009574116