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The power of opinion : more evidence of a GIPS-markup in sovereign ratings during the euro crisis
Nauhaus, Steffen - 2015
This paper examines whether the Big Three credit rating agencies actually played as active a role in the Euro Crisis as …
Persistent link: https://www.econbiz.de/10011317827
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Contagion effects during financial crisis : evidence from the Greek sovereign bonds market
Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138
Persistent link: https://www.econbiz.de/10011574136
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Credit rating agency announcements and the eurozone sovereign debt crisis
Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013
This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of …-2012. The employed GARCH models show that CRA downgrade announcements negatively affected the value of the Euro currency and …
Persistent link: https://www.econbiz.de/10010206145
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Credit rating agency downgrades and the Eurozone sovereign debt crises
Baum, Christopher F.; Schäfer, Dorothea; Stephan, Andreas - In: Journal of financial stability 24 (2016), pp. 117-131
Persistent link: https://www.econbiz.de/10011704126
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The euro crisis in the mirror of the EMS
Corsetti, Giancarlo; Eichengreen, Barry; Hale, Galina; … - 2019
Persistent link: https://www.econbiz.de/10012122524
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Output divergence in fixed exchange rate regimes : is the euro area growing apart?
Chen, Yao; Ward, Felix - 2023
Persistent link: https://www.econbiz.de/10013539492
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Measuring sovereign contagion in Europe
Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, … - In: Journal of financial stability 34 (2018), pp. 150-181
Persistent link: https://www.econbiz.de/10012156803
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Financial stability in Europe : banking and sovereign risk
Brůha, Jan; Kočenda, Evžen - In: Journal of financial stability 36 (2018), pp. 305-321
Persistent link: https://www.econbiz.de/10012156918
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Mispricing of debt expansion in the eurozone sovereign credit market
Lotfi, Somayyeh; Milidonis, Andreas; Zenios, Stauros Andrea - In: Journal of financial stability 70 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014490472
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Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021
Persistent link: https://www.econbiz.de/10012667120