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The benefits of reducing hold-out risk : evidence from the Euro CAC experiment, 2013-2018
Picarelli, Mattia; Erce, Aitor; Jiang, Xu - 2018
Persistent link: https://www.econbiz.de/10011948231
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012835616
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012843921
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Quantifying Risks to Sovereign Market Access : Methods and Challenges
Zigraiova, Diana - 2020
In this paper we use data from the euro area to study episodes when sovereigns lose market access. We construct a …
Persistent link: https://www.econbiz.de/10012843947
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Bank and Sovereign Risk Feedback Loops
Erce, Aitor - 2017
virtuous feedback loops. This paper models the macroeconomic phenomena underlying such bouts using CDS data for 10 euro …
Persistent link: https://www.econbiz.de/10012971238
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Bank and Sovereign Risk Feedback Loops
Erce, Aitor - 2017
virtuous feedback loops. This paper models the macroeconomic phenomena underlying such bouts using CDS data for 10 euro area …
Persistent link: https://www.econbiz.de/10012971724
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Risk management for sustainable sovereign debt financing
Zenios, Stauros Andrea; Consiglio, Andrea; … - In: Operations research 69 (2021) 3, pp. 755-773
Persistent link: https://www.econbiz.de/10012546866
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A Journey in the History of Sovereign Defaults on Domestic-Law Public Debt
Erce, Aitor; Mallucci, Enrico; Picarelli, Mattia Osvaldo - 2022
We introduce a novel database on sovereign defaults that involve public debt instruments governed by domestic law. By systematically reviewing a large number of sources, we identify 134 default and restructuring events of domestic debt instruments, in 52 countries from 1980 to 2018. Domestic-law...
Persistent link: https://www.econbiz.de/10013293224
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Creditor discrimination during sovereign debt restructurings
Erce, Aitor; Díaz Cassou, Javier - 2010
Persistent link: https://www.econbiz.de/10008660902
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Risk management for sovereign financing within a debt sustainability framework
Athanasopoulou, Marialena; Consiglio, Andrea; Erce, Aitor; … - 2018
Persistent link: https://www.econbiz.de/10011948222