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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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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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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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Financial crises and dynamic linkages among international currencies
Dimitriou, Dimitrios; Kenourgios, Dimitris - In: Journal of international financial markets, … 26 (2013), pp. 319-332
Persistent link: https://www.econbiz.de/10010234848
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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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An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
Banerjee, Anurag Narayan; Hung, Chi-Hsiou Daniel; Lo, … - In: Journal of international financial markets, … 41 (2016), pp. 102-120
Persistent link: https://www.econbiz.de/10011475943
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The case for a European rating agency : evidence from the Eurozone sovereign debt crisis
Altdörfer, Marc; De las Salas Vega, Carlos Andres; … - In: Journal of international financial markets, … 58 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012127817
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The equity-like behaviour of sovereign bonds
Dufour, Alfonso; Stancu, Andrei; Varotto, Simone - In: Journal of international financial markets, … 48 (2017), pp. 25-46
Persistent link: https://www.econbiz.de/10011892283
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Bank-sovereign contagion in the Eurozone : a panel VAR Approach
Georgoutsos, Demetris A.; Moratis, George - In: Journal of international financial markets, … 48 (2017), pp. 146-159
Persistent link: https://www.econbiz.de/10011892343
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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