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The IMF to the rescue : did the euro area benefit from the fund's experience in crisis fighting?
Dullien, Sebastian; Fritz, Barbara; Mühlich, Laurissa - 2016
’s handling of the euro crisis. We link models of multiple equilibria with the IMF's experience made in Latin American crises in …
Persistent link: https://www.econbiz.de/10011548057
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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - 2012
Persistent link: https://www.econbiz.de/10009679871
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Is the Eurozone on the mend? : Latin American examples to analyze the euro question
Cavallo, Eduardo A.; Fernández Arias, Eduardo; Powell, … - 2014
economic booms in some peripheral Euro-zone countries financed by large capital inflows; the credit and asset price booms and … Latin American audiences. For those Euro-zone countries that built up large Euro-denominated external liabilities, Latin …
Persistent link: https://www.econbiz.de/10011286667
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Sovereign default swap market efficiency and country risk in the eurozone
Gündüz, Yalın; Kaya, Orcun - 2013
This paper uses sovereign CDS spread changes and their volatilities as a proxy for the informational efficiency of the sovereign markets and persistency of country risks. Specifically, we apply semi-parametric and parametric methods to the sovereign CDSs of 10 eurozone countries to test the...
Persistent link: https://www.econbiz.de/10009731982
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The pricing of sovereign risk and contagion during the European sovereign debt crisis
Beirne, John; Fratzscher, Marcel - 2012
Persistent link: https://www.econbiz.de/10009679799
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Systemic sovereign risk : macroeconomic implications in the Euro Area
Bahaj, Saleem A. - 2014
Persistent link: https://www.econbiz.de/10010359485
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Sovereign risk and bank risk-taking
Ari, Anil - 2015
Persistent link: https://www.econbiz.de/10011293364
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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/10011567510
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Bank lending and the European sovereign debt crisis
De Marco, Filippo - 2017
Persistent link: https://www.econbiz.de/10011654746
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Bank use of sovereign CDS in the eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2018
Using a comprehensive dataset from German banks, we document the usage of sovereign credit default swaps (CDS) during the European sovereign debt crisis of 2008-2013. Banks used the sovereign CDS market to extend, rather than hedge, their long exposures to sovereign risk during this period....
Persistent link: https://www.econbiz.de/10011888333